+252.2%
CMCSA vs RCAT
-100.0%
+352.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.6% |
| 7D | -2.1% | -1.4% | -0.7% | -2.1% |
| 30D | +7.0% | -3.3% | +10.4% | +7.0% |
| 3M | +15.1% | -43.2% | +58.3% | +15.1% |
| 6M | -15.4% | -43.2% | +27.8% | -15.3% |
| YTD | -1.9% | +5.5% | -7.4% | -1.9% |
| 1Y | -12.7% | -1.6% | -11.1% | -12.7% |
| 3Y | -31.0% | +773.7% | -804.7% | -31.1% |
| 5Y | -46.1% | +187.6% | -233.7% | -46.2% |
| 10Y | +10.8% | -98.5% | +109.3% | +11.6% |
| All | +252.2% | -100.0% | +352.2% | +256.7% |
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