+320.1%
CG vs RCAT
-99.6%
+419.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +11.4% | -4.8% | +6.5% |
| 7D | +3.0% | +1.1% | +1.9% | +3.0% |
| 30D | +10.1% | -22.0% | +32.1% | +10.3% |
| 3M | -10.8% | -51.1% | +40.3% | -10.3% |
| 6M | -15.2% | -56.6% | +41.4% | -14.7% |
| YTD | -26.9% | -43.3% | +16.3% | -26.8% |
| 1Y | -17.0% | -51.5% | +34.5% | -16.8% |
| 3Y | +54.6% | +411.4% | -356.7% | +52.0% |
| 5Y | -16.7% | +74.4% | -91.2% | -18.0% |
| 10Y | +320.1% | -99.6% | +419.7% | +310.0% |
| All | +320.1% | -99.6% | +419.7% | +310.0% |
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