+134.0%
CNC vs RCAT
-2.3%
+136.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -1.4% |
| 7D | +3.5% | -1.4% | +5.0% | +3.6% |
| 30D | +0.1% | -3.3% | +3.4% | +0.2% |
| 3M | +6.9% | -43.2% | +50.1% | +9.0% |
| 6M | +49.0% | -43.2% | +92.2% | +51.1% |
| YTD | +62.9% | +5.5% | +57.4% | +50.3% |
| 1Y | +134.0% | -1.6% | +135.6% | +113.4% |
| All | +134.0% | -2.3% | +136.3% | +113.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling