+128.6%
CHD vs RCAT
-98.5%
+227.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -1.4% |
| 7D | -4.2% | -2.3% | -1.9% | -4.2% |
| 30D | -7.6% | -18.7% | +11.1% | -7.6% |
| 3M | -1.6% | -29.3% | +27.7% | -1.6% |
| 6M | -6.3% | -42.3% | +36.0% | -6.3% |
| YTD | +14.6% | +2.5% | +12.1% | +14.5% |
| 1Y | +1.6% | -5.7% | +7.3% | +1.5% |
| 3Y | +3.1% | +764.9% | -761.7% | +2.4% |
| 5Y | +21.1% | +182.3% | -161.2% | +20.3% |
| 10Y | +128.6% | -98.5% | +227.1% | +121.9% |
| All | +128.6% | -98.5% | +227.1% | +121.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling