+140.2%
CMS vs RCAT
-99.8%
+240.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +1.7% |
| 7D | +1.7% | -5.9% | +7.7% | +1.7% |
| 30D | +6.2% | -19.7% | +25.8% | +6.2% |
| 3M | +0.6% | -62.9% | +63.5% | +0.8% |
| 6M | -1.8% | -59.6% | +57.8% | -1.7% |
| YTD | +3.8% | -52.1% | +55.9% | +3.9% |
| 1Y | -1.8% | -50.9% | +49.1% | -1.8% |
| 3Y | +39.8% | +333.8% | -294.0% | +38.7% |
| 5Y | +37.1% | +40.7% | -3.6% | +36.1% |
| All | +140.2% | -99.8% | +240.0% | +135.3% |
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