+73.4%
CNP vs RCAT
+41.8%
+31.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.6% |
| 7D | +1.3% | -5.9% | +7.2% | +1.4% |
| 30D | +3.8% | -19.7% | +23.5% | +4.0% |
| 3M | +2.4% | -62.9% | +65.2% | +3.2% |
| 6M | -1.2% | -59.6% | +58.4% | -0.7% |
| YTD | +9.3% | -52.1% | +61.3% | +9.0% |
| 1Y | +6.4% | -50.9% | +57.3% | +6.0% |
| 3Y | +66.4% | +333.8% | -267.4% | +54.4% |
| All | +73.4% | +41.8% | +31.6% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling