+238.9%
CRM vs RCAT
-98.5%
+337.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.0% |
| 7D | -4.4% | -4.9% | +0.5% | -4.4% |
| 30D | +28.1% | -22.9% | +51.0% | +28.4% |
| 3M | +48.8% | -33.7% | +82.5% | +49.2% |
| 6M | +28.3% | -50.7% | +79.0% | +28.7% |
| YTD | -6.0% | +0.4% | -6.4% | -6.3% |
| 1Y | +1.4% | -27.6% | +29.1% | +1.3% |
| 3Y | +11.8% | +753.2% | -741.3% | +9.0% |
| 5Y | -2.0% | +183.3% | -185.3% | -4.3% |
| All | +238.9% | -98.5% | +337.4% | +220.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling