+33.3%
CP vs RCAT
-53.5%
+86.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.4% | -9.4% | +2.0% |
| 7D | +2.8% | +1.1% | +1.7% | +2.8% |
| 30D | +11.3% | -22.0% | +33.3% | +11.5% |
| 3M | +2.9% | -51.1% | +54.0% | +3.4% |
| 6M | +9.8% | -56.6% | +66.4% | +10.3% |
| YTD | +28.5% | -43.3% | +71.8% | +26.1% |
| All | +33.3% | -53.5% | +86.8% | +31.4% |
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