+2,824.0%
CHD vs RCAT
-100.0%
+2,924.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | 0.0% |
| 7D | -2.7% | -1.4% | -1.3% | -2.7% |
| 30D | -4.6% | -3.3% | -1.3% | -4.6% |
| 3M | +5.0% | -43.2% | +48.2% | +5.1% |
| 6M | -3.2% | -43.2% | +40.0% | -3.2% |
| YTD | +18.6% | +5.5% | +13.1% | +18.6% |
| 1Y | +4.8% | -1.6% | +6.5% | +4.8% |
| 3Y | +6.1% | +773.7% | -767.6% | +5.8% |
| 5Y | +24.0% | +187.6% | -163.7% | +23.7% |
| 10Y | +124.5% | -98.5% | +222.9% | +121.8% |
| All | +2,824.0% | -100.0% | +2,924.0% | +2,758.7% |
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