-40.4%
CPB vs RCAT
-99.7%
+59.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.2% |
| 7D | -4.1% | +7.2% | -11.3% | -4.1% |
| 30D | +16.9% | -20.4% | +37.3% | +16.9% |
| 3M | -0.6% | -59.8% | +59.2% | -0.6% |
| 6M | +11.4% | -61.9% | +73.2% | +11.4% |
| YTD | -14.8% | -45.9% | +31.1% | -14.9% |
| 1Y | -24.8% | -50.5% | +25.8% | -24.8% |
| 3Y | -36.6% | +387.5% | -424.1% | -36.8% |
| 5Y | -33.3% | +70.9% | -104.3% | -33.5% |
| 10Y | -40.4% | -99.7% | +59.3% | -40.8% |
| All | -40.4% | -99.7% | +59.3% | -40.8% |
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