+262.2%
CP vs RCAT
-99.8%
+362.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.3% | +9.2% | +0.9% |
| 7D | +0.9% | +15.6% | -14.7% | +0.8% |
| 30D | +10.3% | -24.1% | +34.5% | +10.5% |
| 3M | +2.3% | -61.9% | +64.2% | +2.7% |
| 6M | +10.7% | -64.3% | +75.0% | +11.1% |
| YTD | +29.3% | -50.4% | +79.7% | +29.4% |
| 1Y | +31.5% | -54.0% | +85.5% | +31.6% |
| 3Y | +36.7% | +347.2% | -310.4% | +34.8% |
| 5Y | +26.8% | +45.7% | -18.9% | +25.3% |
| All | +262.2% | -99.8% | +362.0% | +251.1% |
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 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