+32.2%
CP vs RCAT
-51.9%
+84.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | -0.7% | +7.2% | -7.9% | -0.6% |
| 30D | +9.6% | -20.4% | +30.0% | +9.8% |
| 3M | +2.2% | -59.8% | +62.0% | +2.8% |
| 6M | +11.1% | -61.9% | +73.0% | +11.8% |
| YTD | +28.2% | -45.9% | +74.1% | +25.6% |
| 1Y | +32.2% | -50.5% | +82.7% | +29.7% |
| All | +32.2% | -51.9% | +84.0% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling