+350.2%
CG vs RCAT
-99.9%
+450.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.6% |
| 7D | -4.3% | -1.4% | -2.9% | -4.3% |
| 30D | -5.1% | -3.3% | -1.7% | -5.1% |
| 3M | +8.7% | -43.2% | +51.9% | +9.0% |
| 6M | -9.2% | -43.2% | +33.9% | -9.1% |
| YTD | -18.9% | +5.5% | -24.4% | -19.1% |
| 1Y | -25.6% | -1.6% | -24.0% | -25.8% |
| 3Y | +57.3% | +773.7% | -716.4% | +54.7% |
| 5Y | +10.2% | +187.6% | -177.5% | +8.5% |
| 10Y | +364.2% | -98.5% | +462.7% | +340.5% |
| All | +350.2% | -99.9% | +450.1% | +327.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling