-45.0%
CPB vs RCAT
-98.4%
+53.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.1% | +1.8% |
| 7D | -8.2% | +5.4% | -13.6% | -8.2% |
| 30D | -5.6% | -5.6% | 0.0% | -5.6% |
| 3M | +3.0% | -30.2% | +33.2% | +3.0% |
| 6M | -12.7% | -43.4% | +30.7% | -12.7% |
| YTD | -18.0% | +9.6% | -27.6% | -18.0% |
| 1Y | -31.7% | -2.0% | -29.8% | -31.8% |
| 3Y | -41.0% | +825.0% | -866.0% | -41.1% |
| 5Y | -38.4% | +199.8% | -238.2% | -38.5% |
| 10Y | -45.0% | -98.4% | +53.4% | -46.9% |
| All | -45.0% | -98.4% | +53.4% | -46.9% |
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 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