+35.4%
CMS vs RCAT
+68.2%
-32.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | -1.1% | +7.2% | -8.4% | -1.1% |
| 30D | +6.6% | -20.4% | +27.0% | +6.7% |
| 3M | +0.8% | -59.8% | +60.6% | +1.2% |
| 6M | -3.3% | -61.9% | +58.5% | -3.0% |
| YTD | +2.7% | -45.9% | +48.6% | +2.4% |
| 1Y | -4.0% | -50.5% | +46.5% | -4.3% |
| 3Y | +37.6% | +387.5% | -349.9% | +27.8% |
| 5Y | +35.4% | +70.9% | -35.5% | +27.2% |
| All | +35.4% | +68.2% | -32.8% | +27.2% |
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