+3.4%
CNC vs RCAT
+184.3%
-180.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.7% |
| 7D | -4.9% | -2.3% | -2.6% | -4.8% |
| 30D | -3.8% | -18.7% | +14.9% | -3.4% |
| 3M | -3.2% | -29.3% | +26.0% | -2.9% |
| 6M | +47.9% | -42.3% | +90.2% | +48.5% |
| YTD | +55.7% | +2.5% | +53.2% | +53.9% |
| 1Y | +106.2% | -5.7% | +111.9% | +103.7% |
| 3Y | -2.1% | +764.9% | -767.0% | -10.9% |
| 5Y | +3.4% | +182.3% | -178.9% | -4.3% |
| All | +3.4% | +184.3% | -180.9% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling