+3,215.9%
CHD vs RCAT
-100.0%
+3,315.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +0.4% |
| 7D | +2.4% | -5.6% | +8.0% | +2.4% |
| 30D | +13.9% | -27.0% | +40.9% | +13.9% |
| 3M | +8.5% | -57.9% | +66.4% | +8.6% |
| 6M | +20.4% | -59.4% | +79.8% | +20.4% |
| YTD | +34.5% | -46.9% | +81.5% | +34.5% |
| 1Y | +33.8% | -54.0% | +87.8% | +33.8% |
| 3Y | +29.1% | +378.4% | -349.3% | +28.8% |
| 5Y | +31.2% | +61.9% | -30.7% | +30.9% |
| 10Y | +193.1% | -99.6% | +292.8% | +189.9% |
| All | +3,215.9% | -100.0% | +3,315.9% | +3,142.9% |
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 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