+5.6%
CNP vs RCAT
-51.9%
+57.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | -0.1% | +7.2% | -7.3% | 0.0% |
| 30D | +5.0% | -20.4% | +25.5% | +4.4% |
| 3M | +2.7% | -59.8% | +62.4% | +0.4% |
| 6M | -1.9% | -61.9% | +60.0% | -3.8% |
| YTD | +8.8% | -45.9% | +54.7% | +7.3% |
| 1Y | +5.6% | -50.5% | +56.2% | +4.3% |
| All | +5.6% | -51.9% | +57.5% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling