+139.8%
CNP vs RCAT
-99.6%
+239.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.4% | -11.0% | +0.3% |
| 7D | -4.3% | +1.1% | -5.4% | -4.3% |
| 30D | +5.7% | -22.0% | +27.7% | +5.9% |
| 3M | +0.9% | -51.1% | +52.1% | +1.4% |
| 6M | -1.1% | -56.6% | +55.5% | -0.7% |
| YTD | +8.3% | -43.3% | +51.5% | +8.3% |
| 1Y | +5.9% | -51.5% | +57.4% | +6.0% |
| 3Y | +64.6% | +411.4% | -346.7% | +60.2% |
| 5Y | +74.6% | +74.4% | +0.2% | +70.4% |
| 10Y | +139.8% | -99.6% | +239.4% | +121.5% |
| All | +139.8% | -99.6% | +239.4% | +121.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling