+3,280.8%
CP vs RCAT
-100.0%
+3,380.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.2% | -0.2% |
| 7D | +2.8% | -5.6% | +8.4% | +2.8% |
| 30D | +11.0% | -27.0% | +38.1% | +11.1% |
| 3M | +3.8% | -57.9% | +61.7% | +4.1% |
| 6M | +9.5% | -59.4% | +68.9% | +9.7% |
| YTD | +28.2% | -46.9% | +75.1% | +28.2% |
| 1Y | +33.0% | -54.0% | +87.0% | +33.0% |
| 3Y | +35.5% | +378.4% | -342.9% | +34.3% |
| 5Y | +25.8% | +61.9% | -36.1% | +24.8% |
| 10Y | +250.7% | -99.6% | +350.3% | +234.3% |
| All | +3,280.8% | -100.0% | +3,380.8% | +2,497.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling