+271.0%
CG vs RCAT
-99.8%
+370.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.3% | +4.0% | -4.2% |
| 7D | -1.5% | +15.6% | -17.1% | -1.7% |
| 30D | +5.7% | -24.1% | +29.8% | +5.9% |
| 3M | -17.9% | -61.9% | +44.0% | -17.2% |
| 6M | -20.2% | -64.3% | +44.1% | -19.6% |
| YTD | -32.0% | -50.4% | +18.4% | -31.8% |
| 1Y | -27.0% | -54.0% | +27.0% | -26.8% |
| 3Y | +42.8% | +347.2% | -304.4% | +40.6% |
| 5Y | -23.4% | +45.7% | -69.2% | -24.4% |
| All | +271.0% | -99.8% | +370.8% | +259.3% |
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