+3,909.1%
CMG vs RCAT
-100.0%
+4,009.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.6% |
| 3M | +8.2% | -62.9% | +71.0% | +8.3% |
| 6M | +9.9% | -59.6% | +69.4% | +10.0% |
| YTD | -4.6% | -52.1% | +47.4% | -4.6% |
| 1Y | +12.4% | -50.9% | +63.3% | +12.5% |
| 3Y | -18.0% | +333.8% | -351.8% | -18.2% |
| 5Y | -5.3% | +40.7% | -46.1% | -5.6% |
| 10Y | +344.2% | -99.8% | +444.0% | +346.4% |
| All | +3,909.1% | -100.0% | +4,009.1% | +4,197.4% |
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