+487.5%
CMS vs RCAT
-100.0%
+587.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +18.6% | -20.8% | -2.1% |
| 7D | -1.3% | -12.7% | +11.4% | -1.3% |
| 30D | +6.3% | -34.3% | +40.6% | +6.3% |
| 3M | -2.1% | -53.4% | +51.3% | -2.0% |
| 6M | -5.1% | -62.0% | +56.9% | -5.1% |
| YTD | +1.3% | -49.1% | +50.3% | +1.3% |
| 1Y | -1.4% | -53.1% | +51.7% | -1.4% |
| 3Y | +36.9% | +318.7% | -281.7% | +36.8% |
| 5Y | +32.5% | +48.5% | -16.0% | +32.4% |
| 10Y | +126.8% | -99.6% | +226.4% | +127.4% |
| All | +487.5% | -100.0% | +587.5% | +492.1% |
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 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