+993.4%
CRH vs RCAT
-100.0%
+1,093.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -1.4% |
| 7D | -3.6% | -2.3% | -1.3% | -3.6% |
| 30D | -10.8% | -18.7% | +7.9% | -10.8% |
| 3M | -13.5% | -29.3% | +15.8% | -13.5% |
| 6M | -15.4% | -42.3% | +26.9% | -15.4% |
| YTD | -27.6% | +2.5% | -30.1% | -27.6% |
| 1Y | -18.4% | -5.7% | -12.7% | -18.5% |
| 3Y | +72.5% | +764.9% | -692.4% | +71.7% |
| 5Y | +99.2% | +182.3% | -83.1% | +98.3% |
| 10Y | +257.0% | -98.5% | +355.5% | +257.5% |
| All | +993.4% | -100.0% | +1,093.4% | +980.4% |
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