-3.1%
CMS vs RCAT
-53.5%
+50.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.4% | -10.9% | +0.8% |
| 7D | -0.9% | +1.1% | -2.0% | -0.8% |
| 30D | +7.1% | -22.0% | +29.1% | +6.7% |
| 3M | -1.3% | -51.1% | +49.9% | -2.6% |
| 6M | -2.7% | -56.6% | +53.9% | -3.9% |
| YTD | +2.6% | -43.3% | +45.9% | +1.1% |
| All | -3.1% | -53.5% | +50.4% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling