+59.1%
CPB vs RCAT
-100.0%
+159.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -3.4% |
| 7D | -8.6% | -1.4% | -7.2% | -8.6% |
| 30D | -7.2% | -3.3% | -3.9% | -7.2% |
| 3M | +0.9% | -43.2% | +44.1% | +0.9% |
| 6M | -11.8% | -43.2% | +31.4% | -11.8% |
| YTD | -19.4% | +5.5% | -25.0% | -19.4% |
| 1Y | -30.4% | -1.6% | -28.7% | -30.4% |
| 3Y | -40.2% | +773.7% | -813.8% | -40.1% |
| 5Y | -39.5% | +187.6% | -227.1% | -39.5% |
| 10Y | -47.4% | -98.5% | +51.1% | -47.1% |
| All | +59.1% | -100.0% | +159.1% | +73.5% |
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