+27.6%
CNH vs RCAT
-51.9%
+79.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.8% |
| 7D | +6.7% | +7.2% | -0.6% | +6.1% |
| 30D | +7.2% | -20.4% | +27.6% | +7.9% |
| 3M | +17.5% | -59.8% | +77.3% | +21.9% |
| 6M | +15.0% | -61.9% | +76.8% | +18.5% |
| YTD | +36.8% | -45.9% | +82.7% | +35.9% |
| 1Y | +27.6% | -50.5% | +78.2% | +27.0% |
| All | +27.6% | -51.9% | +79.5% | +27.0% |
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 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