+3,215.0%
CHD vs RCAT
-100.0%
+3,315.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.0% | -0.3% |
| 7D | +0.4% | +15.6% | -15.2% | +0.4% |
| 30D | +11.6% | -24.1% | +35.7% | +11.6% |
| 3M | +10.7% | -61.9% | +72.6% | +10.7% |
| 6M | +20.2% | -64.3% | +84.6% | +20.3% |
| YTD | +34.5% | -50.4% | +84.9% | +34.5% |
| 1Y | +32.6% | -54.0% | +86.6% | +32.6% |
| 3Y | +29.1% | +347.2% | -318.1% | +28.8% |
| 5Y | +31.5% | +45.7% | -14.2% | +31.2% |
| 10Y | +190.9% | -99.7% | +290.7% | +187.8% |
| All | +3,215.0% | -100.0% | +3,315.0% | +3,142.1% |
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