+71.6%
CRH vs RCAT
+720.6%
-649.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.1% |
| 7D | -6.1% | -4.9% | -1.2% | -5.8% |
| 30D | -9.3% | -22.9% | +13.6% | -8.2% |
| 3M | -15.2% | -33.7% | +18.5% | -13.9% |
| 6M | -14.2% | -50.7% | +36.5% | -12.4% |
| YTD | -28.3% | +0.4% | -28.6% | -29.5% |
| 1Y | -21.8% | -27.6% | +5.9% | -22.6% |
| 3Y | +71.6% | +753.2% | -681.5% | +64.3% |
| All | +71.6% | +720.6% | -649.0% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling