+1,412.7%
CRS vs RCAT
-98.5%
+1,511.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | 0.0% |
| 7D | -0.5% | -2.3% | +1.7% | -0.5% |
| 30D | -18.1% | -18.7% | +0.6% | -17.9% |
| 3M | -12.4% | -29.3% | +16.8% | -12.2% |
| 6M | +15.9% | -42.3% | +58.3% | +16.3% |
| YTD | +45.8% | +2.5% | +43.3% | +45.4% |
| 1Y | +87.8% | -5.7% | +93.4% | +87.0% |
| 3Y | +648.7% | +764.9% | -116.2% | +628.7% |
| 5Y | +1,416.6% | +182.3% | +1,234.3% | +1,379.5% |
| 10Y | +1,412.7% | -98.5% | +1,511.2% | +1,733.3% |
| All | +1,412.7% | -98.5% | +1,511.2% | +1,733.3% |
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 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