-20.9%
CG vs RCAT
+46.9%
-67.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +18.6% | -19.3% | -2.2% |
| 7D | -1.2% | -12.7% | +11.5% | -0.4% |
| 30D | +5.0% | -34.3% | +39.3% | +8.3% |
| 3M | -18.2% | -53.4% | +35.2% | -13.5% |
| 6M | -20.7% | -62.0% | +41.2% | -15.9% |
| 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% | +26.9% |
| All | -20.9% | +46.9% | -67.8% | -27.5% |
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