-17.6%
CNH vs RCAT
+41.8%
-59.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.3% |
| 7D | +3.0% | -5.9% | +9.0% | +3.4% |
| 30D | -0.6% | -19.7% | +19.1% | +0.3% |
| 3M | +14.6% | -62.9% | +77.5% | +19.8% |
| 6M | +11.8% | -59.6% | +71.3% | +15.4% |
| YTD | +30.4% | -52.1% | +82.5% | +32.1% |
| 1Y | +19.1% | -50.9% | +70.0% | +20.0% |
| 3Y | +30.2% | +333.8% | -303.6% | +8.8% |
| All | -17.6% | +41.8% | -59.4% | -28.1% |
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