+1.4%
CRM vs RCAT
-14.2%
+15.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.0% |
| 7D | -4.4% | -4.9% | +0.5% | -4.3% |
| 30D | +28.1% | -22.9% | +51.0% | +28.8% |
| 3M | +48.8% | -33.7% | +82.5% | +50.4% |
| 6M | +28.3% | -50.7% | +79.0% | +30.7% |
| YTD | -6.0% | +0.4% | -6.4% | -7.0% |
| 1Y | +1.4% | -27.6% | +29.1% | +0.6% |
| All | +1.4% | -14.2% | +15.6% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling