+481.4%
CMS vs RCAT
-100.0%
+581.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.9% |
| 6M | -11.0% | -43.2% | +32.2% | -11.0% |
| YTD | +0.2% | +5.5% | -5.3% | +0.2% |
| 1Y | -1.3% | -1.6% | +0.3% | -1.3% |
| 3Y | +35.9% | +773.7% | -737.8% | +35.8% |
| 5Y | +23.1% | +187.6% | -164.5% | +22.9% |
| 10Y | +117.9% | -98.5% | +216.4% | +118.6% |
| All | +481.4% | -100.0% | +581.4% | +485.8% |
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 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