+30.8%
CNH vs RCAT
+347.2%
-316.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -8.3% | +4.1% | -3.8% |
| 7D | +6.4% | +15.6% | -9.2% | +5.8% |
| 30D | -1.6% | -24.1% | +22.5% | -0.8% |
| 3M | +11.6% | -61.9% | +73.4% | +15.4% |
| 6M | +12.5% | -64.3% | +76.9% | +15.9% |
| YTD | +31.1% | -50.4% | +81.5% | +32.3% |
| 1Y | +17.0% | -54.0% | +71.0% | +18.1% |
| All | +30.8% | +347.2% | -316.3% | +25.3% |
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 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