+132.3%
CMS vs RCAT
-99.6%
+231.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.4% | -10.9% | +0.5% |
| 7D | -0.9% | +1.1% | -2.0% | -0.9% |
| 30D | +7.1% | -22.0% | +29.1% | +7.1% |
| 3M | -1.3% | -51.1% | +49.9% | -1.2% |
| 6M | -2.7% | -56.6% | +53.9% | -2.6% |
| YTD | +2.6% | -43.3% | +45.9% | +2.6% |
| 1Y | -2.0% | -51.5% | +49.5% | -2.0% |
| 3Y | +39.6% | +411.4% | -371.7% | +38.4% |
| 5Y | +35.3% | +74.4% | -39.1% | +34.3% |
| 10Y | +132.3% | -99.6% | +231.9% | +132.8% |
| All | +132.3% | -99.6% | +231.9% | +132.8% |
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