+115.6%
CRBG vs RCAT
+292.1%
-176.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.5% |
| 7D | +0.6% | -4.9% | +5.5% | +0.8% |
| 30D | +2.6% | -22.9% | +25.5% | +3.9% |
| 3M | +24.0% | -33.7% | +57.7% | +26.1% |
| 6M | +50.5% | -50.7% | +101.3% | +54.1% |
| YTD | +17.1% | +0.4% | +16.8% | +14.6% |
| 1Y | +5.9% | -27.6% | +33.5% | +4.5% |
| 3Y | +122.7% | +753.2% | -630.4% | +101.0% |
| All | +115.6% | +292.1% | -176.5% | +116.8% |
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 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