+11.8%
CG vs RCAT
+183.7%
-172.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.5% |
| 7D | -4.3% | -1.4% | -2.9% | -4.2% |
| 30D | -5.1% | -3.3% | -1.7% | -5.0% |
| 3M | +8.7% | -43.2% | +51.9% | +12.6% |
| 6M | -9.2% | -43.2% | +33.9% | -7.2% |
| YTD | -18.9% | +5.5% | -24.4% | -21.7% |
| 1Y | -25.6% | -1.6% | -24.0% | -28.7% |
| 3Y | +57.3% | +773.7% | -716.4% | +27.9% |
| All | +11.8% | +183.7% | -172.0% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling