+322.0%
CMG vs RCAT
-98.5%
+420.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | -2.1% | -4.9% | +2.8% | -2.0% |
| 30D | +10.9% | -22.9% | +33.8% | +11.0% |
| 3M | +15.8% | -33.7% | +49.6% | +16.0% |
| 6M | +6.9% | -50.7% | +57.7% | +7.2% |
| YTD | -2.2% | +0.4% | -2.5% | -2.4% |
| 1Y | -7.1% | -27.6% | +20.6% | -7.2% |
| 3Y | -7.1% | +753.2% | -760.3% | -8.5% |
| 5Y | -4.8% | +183.3% | -188.1% | -6.0% |
| All | +322.0% | -98.5% | +420.5% | +327.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling