+648.9%
CRS vs RCAT
+796.4%
-147.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.9% | -7.4% | -3.9% |
| 7D | -3.1% | +5.4% | -8.5% | -3.5% |
| 30D | -19.6% | -5.6% | -14.0% | -19.3% |
| 3M | -8.1% | -30.2% | +22.1% | -6.0% |
| 6M | +18.6% | -43.4% | +62.0% | +21.7% |
| YTD | +45.9% | +9.6% | +36.2% | +40.9% |
| 1Y | +82.5% | -2.0% | +84.4% | +75.4% |
| 3Y | +648.9% | +825.0% | -176.1% | +488.4% |
| All | +648.9% | +796.4% | -147.5% | +488.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling