+341.4%
CG vs RCAT
-98.4%
+439.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -2.2% |
| 7D | -1.3% | +5.4% | -6.7% | -1.3% |
| 30D | -3.2% | -5.6% | +2.4% | -3.1% |
| 3M | +6.2% | -30.2% | +36.4% | +6.5% |
| 6M | -4.7% | -43.4% | +38.7% | -4.4% |
| YTD | -20.6% | +9.6% | -30.3% | -20.9% |
| 1Y | -26.4% | -2.0% | -24.4% | -26.7% |
| 3Y | +55.4% | +825.0% | -769.6% | +51.9% |
| 5Y | +9.8% | +199.8% | -190.0% | +7.6% |
| 10Y | +341.4% | -98.4% | +439.7% | +332.3% |
| All | +341.4% | -98.4% | +439.7% | +332.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling