-7.6%
CMG vs RCAT
+738.1%
-745.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.5% | +4.0% | -2.3% |
| 7D | -6.5% | -2.3% | -4.2% | -6.4% |
| 30D | +12.1% | -18.7% | +30.8% | +12.6% |
| 3M | +20.6% | -29.3% | +49.9% | +21.3% |
| 6M | +2.1% | -42.3% | +44.4% | +2.7% |
| YTD | -2.6% | +2.5% | -5.1% | -4.1% |
| 1Y | -8.7% | -5.7% | -3.0% | -10.0% |
| All | -7.6% | +738.1% | -745.7% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling