+95.2%
CNC vs RCAT
-98.5%
+193.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.0% | +1.6% |
| 7D | -0.9% | -4.9% | +4.0% | -0.9% |
| 30D | -1.0% | -22.9% | +21.9% | -0.9% |
| 3M | +4.5% | -33.7% | +38.3% | +4.6% |
| 6M | +85.2% | -50.7% | +136.0% | +85.5% |
| YTD | +61.4% | +0.4% | +61.0% | +61.2% |
| 1Y | +94.9% | -27.6% | +122.5% | +94.7% |
| 3Y | 0.0% | +753.2% | -753.2% | -1.1% |
| 5Y | +11.2% | +183.3% | -172.1% | +10.1% |
| All | +95.2% | -98.5% | +193.8% | +105.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling