-40.5%
CPB vs RCAT
-99.6%
+59.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.4% | -12.6% | -1.2% |
| 7D | +3.3% | +1.1% | +2.1% | +3.3% |
| 30D | +19.0% | -22.0% | +41.0% | +19.0% |
| 3M | +0.4% | -51.1% | +51.6% | +0.4% |
| 6M | +13.0% | -56.6% | +69.6% | +13.0% |
| YTD | -12.7% | -43.3% | +30.5% | -12.8% |
| 1Y | -20.9% | -51.5% | +30.6% | -20.9% |
| 3Y | -35.4% | +411.4% | -446.8% | -35.6% |
| 5Y | -32.3% | +74.4% | -106.7% | -32.4% |
| 10Y | -40.5% | -99.6% | +59.0% | -41.4% |
| All | -40.5% | -99.6% | +59.0% | -41.4% |
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 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