+250.9%
CP vs RCAT
-99.8%
+350.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +18.6% | -20.3% | -1.8% |
| 7D | +2.8% | -12.7% | +15.5% | +2.8% |
| 30D | +10.2% | -34.3% | +44.5% | +10.4% |
| 3M | +2.4% | -53.4% | +55.8% | +2.7% |
| 6M | +7.7% | -62.0% | +69.6% | +8.0% |
| YTD | +26.0% | -49.1% | +75.0% | +26.1% |
| 1Y | +34.6% | -53.1% | +87.8% | +34.8% |
| 3Y | +26.7% | +318.7% | -292.0% | +25.0% |
| 5Y | +24.9% | +48.5% | -23.6% | +23.5% |
| All | +250.9% | -99.8% | +350.7% | +243.6% |
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 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