+488.7%
CNP vs RCAT
-100.0%
+588.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +18.6% | -16.9% | +1.7% |
| 7D | -4.2% | -12.7% | +8.5% | -4.2% |
| 30D | +5.5% | -34.3% | +39.8% | +5.5% |
| 3M | +0.6% | -53.4% | +54.0% | +0.6% |
| 6M | -2.8% | -62.0% | +59.1% | -2.8% |
| YTD | +7.9% | -49.1% | +56.9% | +7.9% |
| 1Y | +6.7% | -53.1% | +59.8% | +6.7% |
| 3Y | +61.1% | +318.7% | -257.5% | +60.9% |
| 5Y | +73.0% | +48.5% | +24.4% | +72.8% |
| 10Y | +141.9% | -99.6% | +241.5% | +146.3% |
| All | +488.7% | -100.0% | +588.7% | +602.3% |
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 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