+61.1%
CNP vs RCAT
+339.1%
-278.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +18.6% | -16.9% | +1.6% |
| 7D | -4.2% | -12.7% | +8.5% | -4.2% |
| 30D | +5.5% | -34.3% | +39.8% | +5.7% |
| 3M | +0.6% | -53.4% | +54.0% | +0.9% |
| 6M | -2.8% | -62.0% | +59.1% | -2.6% |
| YTD | +7.9% | -49.1% | +56.9% | +7.3% |
| 1Y | +6.7% | -53.1% | +59.8% | +6.2% |
| 3Y | +61.1% | +318.7% | -257.5% | +54.6% |
| All | +61.1% | +339.1% | -278.0% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling