+316.4%
CFG vs RCAT
-99.9%
+416.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +18.6% | -19.6% | -1.1% |
| 7D | -0.9% | -12.7% | +11.8% | -0.8% |
| 30D | +1.1% | -34.3% | +35.4% | +1.4% |
| 3M | -12.0% | -53.4% | +41.4% | -11.4% |
| 6M | -2.2% | -62.0% | +59.7% | -1.6% |
| YTD | +11.4% | -49.1% | +60.5% | +11.7% |
| 1Y | +27.8% | -53.1% | +81.0% | +28.2% |
| 3Y | +173.3% | +318.7% | -145.4% | +167.4% |
| 5Y | +62.4% | +48.5% | +13.9% | +59.4% |
| 10Y | +249.6% | -99.6% | +349.2% | +230.8% |
| All | +316.4% | -99.9% | +416.3% | +299.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling