+124.0%
CNH vs RCAT
-99.6%
+223.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +11.4% | -0.5% | +10.8% |
| 7D | +8.6% | +1.1% | +7.4% | +8.5% |
| 30D | +12.6% | -22.0% | +34.6% | +12.8% |
| 3M | +17.5% | -51.1% | +68.6% | +18.2% |
| 6M | +18.1% | -56.6% | +74.7% | +18.7% |
| YTD | +40.4% | -43.3% | +83.6% | +40.6% |
| 1Y | +34.0% | -51.5% | +85.5% | +34.3% |
| 3Y | +35.3% | +411.4% | -376.1% | +31.8% |
| 5Y | -5.1% | +74.4% | -79.5% | -7.2% |
| 10Y | +124.0% | -99.6% | +223.6% | +114.4% |
| All | +124.0% | -99.6% | +223.6% | +114.4% |
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 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