+295.1%
CG vs RCAT
-99.7%
+394.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.4% |
| 7D | -3.8% | +7.2% | -11.1% | -3.9% |
| 30D | +7.5% | -20.4% | +27.9% | +7.7% |
| 3M | -14.4% | -59.8% | +45.4% | -13.7% |
| 6M | -15.7% | -61.9% | +46.2% | -15.0% |
| YTD | -29.0% | -45.9% | +16.9% | -28.8% |
| 1Y | -22.1% | -50.5% | +28.4% | -21.9% |
| 3Y | +49.1% | +387.5% | -338.4% | +46.7% |
| 5Y | -18.4% | +70.9% | -89.3% | -19.6% |
| 10Y | +295.1% | -99.7% | +394.8% | +287.1% |
| All | +295.1% | -99.7% | +394.8% | +287.1% |
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