+862.9%
CRS vs RCAT
-99.7%
+962.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.5% |
| 7D | +4.4% | +7.2% | -2.9% | +4.3% |
| 30D | -19.1% | -20.4% | +1.3% | -19.0% |
| 3M | -43.2% | -59.8% | +16.5% | -42.7% |
| 6M | -28.9% | -61.9% | +33.0% | -28.3% |
| YTD | -3.0% | -45.9% | +42.9% | -2.7% |
| 1Y | -5.3% | -50.5% | +45.2% | -5.0% |
| 3Y | +363.5% | +387.5% | -24.0% | +353.4% |
| 5Y | +858.2% | +70.9% | +787.3% | +839.8% |
| 10Y | +862.9% | -99.7% | +962.6% | +860.4% |
| All | +862.9% | -99.7% | +962.6% | +860.4% |
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