-1.2%
CNC vs RCAT
+331.8%
-333.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.9% | +1.4% |
| 7D | +2.2% | -5.9% | +8.1% | +2.2% |
| 30D | +1.6% | -19.7% | +21.2% | +1.7% |
| 3M | +7.9% | -62.9% | +70.8% | +9.0% |
| 6M | +21.2% | -59.6% | +80.8% | +22.1% |
| YTD | +73.2% | -52.1% | +125.3% | +72.8% |
| 1Y | +97.5% | -50.9% | +148.4% | +96.7% |
| 3Y | -1.2% | +333.8% | -335.0% | -3.7% |
| All | -1.2% | +331.8% | -333.0% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling