-0.8%
CRM vs RCAT
+182.3%
-183.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +29.4% |
| 3M | +48.8% | -33.7% | +82.5% | +50.9% |
| 6M | +28.3% | -50.7% | +79.0% | +30.8% |
| YTD | -6.0% | +0.4% | -6.4% | -7.8% |
| 1Y | +1.4% | -27.6% | +29.1% | +0.2% |
| 3Y | +11.8% | +753.2% | -741.3% | -7.3% |
| All | -0.8% | +182.3% | -183.1% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling