+21.1%
CHD vs RCAT
+192.8%
-171.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.9% | -2.0% |
| 7D | -2.9% | +5.4% | -8.3% | -2.9% |
| 30D | -6.2% | -5.6% | -0.6% | -6.2% |
| 3M | +1.6% | -30.2% | +31.8% | +1.5% |
| 6M | -3.5% | -43.4% | +39.9% | -3.6% |
| YTD | +16.2% | +9.6% | +6.6% | +16.3% |
| 1Y | +3.4% | -2.0% | +5.4% | +3.5% |
| 3Y | +4.6% | +825.0% | -820.4% | +4.1% |
| 5Y | +21.1% | +199.8% | -178.7% | +19.5% |
| All | +21.1% | +192.8% | -171.6% | +19.5% |
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