+221.2%
CP vs RCAT
-98.5%
+319.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.3% |
| 7D | -2.7% | -1.4% | -1.3% | -2.7% |
| 30D | +0.2% | -3.3% | +3.5% | +0.2% |
| 3M | +2.6% | -43.2% | +45.8% | +2.8% |
| 6M | +6.0% | -43.2% | +49.1% | +6.1% |
| YTD | +24.9% | +5.5% | +19.4% | +24.6% |
| 1Y | +20.1% | -1.6% | +21.8% | +19.8% |
| 3Y | +16.4% | +773.7% | -757.3% | +14.4% |
| 5Y | +31.7% | +187.6% | -155.9% | +29.7% |
| All | +221.2% | -98.5% | +319.6% | +210.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling