+325.9%
CMG vs RCAT
-99.8%
+425.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.3% |
| 7D | +2.5% | -5.9% | +8.4% | +2.5% |
| 30D | +15.6% | -19.7% | +35.3% | +15.7% |
| 3M | +8.2% | -62.9% | +71.0% | +8.6% |
| 6M | +9.9% | -59.6% | +69.4% | +10.2% |
| YTD | -4.6% | -52.1% | +47.4% | -4.5% |
| 1Y | +12.4% | -50.9% | +63.3% | +12.5% |
| 3Y | -18.0% | +333.8% | -351.8% | -18.7% |
| 5Y | -5.3% | +40.7% | -46.1% | -6.0% |
| All | +325.9% | -99.8% | +425.7% | +354.2% |
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