+237.8%
CMCSA vs RCAT
-100.0%
+337.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.1% |
| 7D | +0.7% | +7.2% | -6.6% | +0.7% |
| 30D | +21.0% | -20.4% | +41.4% | +21.0% |
| 3M | -0.9% | -59.8% | +58.8% | -0.9% |
| 6M | +2.9% | -61.9% | +64.8% | +2.9% |
| YTD | -5.9% | -45.9% | +40.0% | -5.9% |
| 1Y | +2.5% | -50.5% | +53.0% | +2.5% |
| 3Y | -28.3% | +387.5% | -415.8% | -28.4% |
| 5Y | -40.8% | +70.9% | -111.7% | -40.9% |
| 10Y | +5.4% | -99.7% | +105.1% | +6.1% |
| All | +237.8% | -100.0% | +337.8% | +242.3% |
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