+5,676.4%
CRM vs RCAT
-100.0%
+5,776.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.5% | +4.5% | -2.0% |
| 7D | -5.0% | -2.3% | -2.7% | -5.0% |
| 30D | +23.6% | -18.7% | +42.3% | +23.7% |
| 3M | +39.6% | -29.3% | +68.9% | +39.7% |
| 6M | +23.4% | -42.3% | +65.8% | +23.6% |
| YTD | -7.4% | +2.5% | -9.9% | -7.5% |
| 1Y | -2.3% | -5.7% | +3.4% | -2.5% |
| 3Y | +10.5% | +764.9% | -754.4% | +9.0% |
| 5Y | -4.7% | +182.3% | -187.0% | -5.9% |
| 10Y | +234.7% | -98.5% | +333.2% | +215.9% |
| All | +5,676.4% | -100.0% | +5,776.3% | +4,796.3% |
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 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