+31.0%
CHD vs RCAT
-59.1%
+90.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -10.3% | +12.9% | +2.2% |
| 7D | +6.9% | -18.5% | +25.5% | +6.2% |
| 30D | +17.1% | -37.0% | +54.1% | +15.4% |
| 3M | +9.1% | -54.9% | +64.0% | +6.6% |
| 6M | +21.4% | -63.6% | +85.0% | +18.5% |
| YTD | +34.9% | -49.6% | +84.4% | +32.3% |
| 1Y | +31.0% | -57.8% | +88.8% | +28.9% |
| All | +31.0% | -59.1% | +90.2% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling