+25.9%
CMS vs RCAT
+183.7%
-157.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.2% |
| 7D | +0.4% | -1.4% | +1.8% | +0.4% |
| 30D | -3.6% | -3.3% | -0.3% | -3.6% |
| 3M | -1.9% | -43.2% | +41.3% | -1.7% |
| 6M | -11.0% | -43.2% | +32.2% | -10.9% |
| YTD | +0.2% | +5.5% | -5.3% | -0.2% |
| 1Y | -1.3% | -1.6% | +0.3% | -1.8% |
| 3Y | +35.9% | +773.7% | -737.8% | +29.3% |
| All | +25.9% | +183.7% | -157.9% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling