+50.2%
CG vs RCAT
+339.1%
-289.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +18.6% | -19.3% | -2.3% |
| 7D | -1.2% | -12.7% | +11.5% | -0.3% |
| 30D | +5.0% | -34.3% | +39.3% | +8.4% |
| 3M | -18.2% | -53.4% | +35.2% | -13.3% |
| 6M | -20.7% | -62.0% | +41.2% | -15.7% |
| YTD | -31.4% | -49.1% | +17.6% | -30.2% |
| 1Y | -22.3% | -53.1% | +30.9% | -20.8% |
| 3Y | +50.2% | +318.7% | -268.5% | +43.0% |
| All | +50.2% | +339.1% | -289.0% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling