+474.4%
CNP vs RCAT
-100.0%
+574.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.8% |
| 7D | +1.1% | -1.4% | +2.5% | +1.1% |
| 30D | -1.8% | -3.3% | +1.5% | -1.8% |
| 3M | -4.6% | -43.2% | +38.6% | -4.6% |
| 6M | -8.8% | -43.2% | +34.3% | -8.8% |
| YTD | +5.2% | +5.5% | -0.3% | +5.2% |
| 1Y | +8.3% | -1.6% | +10.0% | +8.3% |
| 3Y | +54.9% | +773.7% | -718.8% | +54.6% |
| 5Y | +73.5% | +187.6% | -114.1% | +73.3% |
| 10Y | +139.1% | -98.5% | +237.6% | +143.8% |
| All | +474.4% | -100.0% | +574.4% | +585.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling