+123.5%
CMS vs RCAT
-99.8%
+223.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +18.6% | -20.0% | -1.4% |
| 7D | -0.5% | -12.7% | +12.2% | -0.5% |
| 30D | +7.2% | -34.3% | +41.5% | +7.2% |
| 3M | -1.3% | -53.4% | +52.1% | -1.1% |
| 6M | -4.3% | -62.0% | +57.6% | -4.2% |
| YTD | +2.1% | -49.1% | +51.1% | +2.1% |
| 1Y | -0.6% | -53.1% | +52.5% | -0.6% |
| 3Y | +38.0% | +318.7% | -280.6% | +36.9% |
| 5Y | +33.6% | +48.5% | -14.9% | +32.7% |
| All | +123.5% | -99.8% | +223.3% | +122.4% |
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 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