-4.5%
CRS vs RCAT
-59.1%
+54.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -10.3% | +8.8% | -0.3% |
| 7D | +4.3% | -18.5% | +22.9% | +7.0% |
| 30D | -25.5% | -37.0% | +11.5% | -21.4% |
| 3M | -48.7% | -54.9% | +6.1% | -44.0% |
| 6M | -31.6% | -63.6% | +32.0% | -25.0% |
| YTD | -7.0% | -49.6% | +42.5% | -5.0% |
| 1Y | -4.5% | -57.8% | +53.3% | -1.1% |
| All | -4.5% | -59.1% | +54.6% | -1.1% |
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