+9.9%
CNP vs RCAT
+1.5%
+8.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.7% | +1.2% |
| 7D | +1.6% | +5.4% | -3.7% | +1.7% |
| 30D | -0.8% | -5.6% | +4.8% | -0.8% |
| 3M | -3.6% | -30.2% | +26.7% | -3.9% |
| 6M | -6.9% | -43.4% | +36.4% | -7.2% |
| YTD | +6.4% | +9.6% | -3.2% | +6.0% |
| 1Y | +9.9% | -2.0% | +11.9% | +8.3% |
| All | +9.9% | +1.5% | +8.5% | +8.3% |
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