+143.3%
CNP vs RCAT
-99.6%
+242.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.4% | +7.5% | +1.1% |
| 7D | -3.0% | -5.6% | +2.6% | -3.0% |
| 30D | +6.8% | -27.0% | +33.9% | +7.0% |
| 3M | +3.6% | -57.9% | +61.5% | +4.2% |
| 6M | 0.0% | -59.4% | +59.4% | +0.4% |
| YTD | +9.4% | -46.9% | +56.3% | +9.5% |
| 1Y | +6.8% | -54.0% | +60.9% | +6.9% |
| 3Y | +64.2% | +378.4% | -314.3% | +59.8% |
| 5Y | +76.0% | +61.9% | +14.1% | +71.9% |
| 10Y | +143.3% | -99.6% | +242.9% | +125.3% |
| All | +143.3% | -99.6% | +242.9% | +125.3% |
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 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