+500.2%
CMS vs RCAT
-100.0%
+600.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -14.9% | +14.5% | -0.4% |
| 7D | +1.7% | -32.6% | +34.2% | +1.7% |
| 30D | +8.6% | -46.3% | +54.9% | +8.6% |
| 3M | -0.5% | -60.7% | +60.2% | -0.5% |
| 6M | -4.2% | -67.4% | +63.2% | -4.2% |
| YTD | +3.4% | -57.1% | +60.5% | +3.5% |
| 1Y | +0.4% | -63.8% | +64.2% | +0.4% |
| 3Y | +38.2% | +268.1% | -229.9% | +38.1% |
| 5Y | +35.4% | +25.2% | +10.2% | +35.3% |
| 10Y | +131.7% | -99.7% | +231.4% | +132.4% |
| All | +500.2% | -100.0% | +600.2% | +505.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling