-31.7%
CPB vs RCAT
+1.5%
-33.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.1% | +1.9% |
| 7D | -8.2% | +5.4% | -13.6% | -8.0% |
| 30D | -5.6% | -5.6% | 0.0% | -5.7% |
| 3M | +3.0% | -30.2% | +33.2% | +2.1% |
| 6M | -12.7% | -43.4% | +30.7% | -13.8% |
| YTD | -18.0% | +9.6% | -27.6% | -16.6% |
| 1Y | -31.7% | -2.0% | -29.8% | -32.0% |
| All | -31.7% | +1.5% | -33.2% | -32.0% |
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