+34.4%
CNH vs RCAT
-53.5%
+87.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +11.4% | -0.5% | +10.2% |
| 7D | +8.6% | +1.1% | +7.4% | +8.2% |
| 30D | +12.6% | -22.0% | +34.6% | +13.3% |
| 3M | +17.5% | -51.1% | +68.6% | +20.5% |
| 6M | +18.1% | -56.6% | +74.7% | +20.7% |
| YTD | +40.4% | -43.3% | +83.6% | +39.8% |
| All | +34.4% | -53.5% | +87.9% | +34.2% |
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