+34.8%
CNH vs RCAT
-99.9%
+134.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +18.6% | -15.9% | +2.6% |
| 7D | -1.7% | -12.7% | +11.0% | -1.6% |
| 30D | -7.2% | -34.3% | +27.1% | -6.9% |
| 3M | +6.5% | -53.4% | +59.9% | +7.2% |
| 6M | +7.9% | -62.0% | +69.8% | +8.6% |
| YTD | +26.6% | -49.1% | +75.6% | +26.9% |
| 1Y | +13.8% | -53.1% | +66.9% | +14.0% |
| 3Y | +9.2% | +318.7% | -309.5% | +6.4% |
| 5Y | -15.6% | +48.5% | -64.1% | -17.5% |
| 10Y | +119.2% | -99.6% | +218.8% | +95.3% |
| All | +34.8% | -99.9% | +134.8% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling