+234.2%
CMCSA vs RCAT
-100.0%
+334.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.4% | +1.0% |
| 7D | +4.6% | -5.6% | +10.2% | +4.6% |
| 30D | +19.8% | -27.0% | +46.8% | +19.8% |
| 3M | -0.3% | -57.9% | +57.6% | -0.2% |
| 6M | +0.3% | -59.4% | +59.7% | +0.3% |
| YTD | -6.9% | -46.9% | +40.0% | -6.9% |
| 1Y | +2.6% | -54.0% | +56.6% | +2.6% |
| 3Y | -29.0% | +378.4% | -407.4% | -29.1% |
| 5Y | -42.0% | +61.9% | -103.9% | -42.1% |
| 10Y | +6.4% | -99.6% | +106.1% | +7.2% |
| All | +234.2% | -100.0% | +334.2% | +238.6% |
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