+260.5%
CP vs RCAT
-99.8%
+360.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +3.0% | -0.5% |
| 7D | +2.1% | -5.9% | +8.1% | +2.2% |
| 30D | +9.3% | -19.7% | +29.0% | +9.4% |
| 3M | +0.5% | -62.9% | +63.3% | +0.9% |
| 6M | +10.4% | -59.6% | +70.0% | +10.8% |
| YTD | +28.7% | -52.1% | +80.8% | +28.8% |
| 1Y | +33.2% | -50.9% | +84.1% | +33.3% |
| 3Y | +38.4% | +333.8% | -295.4% | +36.5% |
| 5Y | +26.2% | +40.7% | -14.6% | +24.7% |
| All | +260.5% | -99.8% | +360.3% | +249.5% |
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 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