+801.7%
CRS vs RCAT
-99.8%
+901.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.8% | -2.6% |
| 7D | +4.8% | -5.9% | +10.7% | +4.8% |
| 30D | -23.2% | -19.7% | -3.5% | -23.0% |
| 3M | -45.5% | -62.9% | +17.3% | -44.9% |
| 6M | -33.1% | -59.6% | +26.5% | -32.6% |
| YTD | -7.2% | -52.1% | +44.9% | -6.8% |
| 1Y | -10.0% | -50.9% | +40.9% | -9.7% |
| 3Y | +332.3% | +333.8% | -1.5% | +323.5% |
| 5Y | +801.9% | +40.7% | +761.1% | +786.3% |
| All | +801.7% | -99.8% | +901.5% | +810.0% |
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 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