+72.1%
CPB vs RCAT
-100.0%
+172.1%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +18.6% | -19.9% | -1.3% |
| 7D | +8.0% | -12.7% | +20.7% | +8.0% |
| 30D | +22.4% | -34.3% | +56.7% | +22.4% |
| 3M | +2.5% | -53.4% | +55.9% | +2.5% |
| 6M | +12.2% | -62.0% | +74.2% | +12.2% |
| YTD | -12.8% | -49.1% | +36.2% | -12.8% |
| 1Y | -19.2% | -53.1% | +34.0% | -19.2% |
| 3Y | -35.6% | +318.7% | -354.2% | -35.5% |
| 5Y | -31.4% | +48.5% | -80.0% | -31.4% |
| 10Y | -37.9% | -99.6% | +61.7% | -37.7% |
| All | +72.1% | -100.0% | +172.1% | +87.7% |
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