+352.2%
CRS vs RCAT
+373.0%
-20.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.4% | +3.8% | -2.0% |
| 7D | +0.2% | -5.6% | +5.8% | +0.5% |
| 30D | -22.9% | -27.0% | +4.2% | -21.0% |
| 3M | -46.8% | -57.9% | +11.1% | -43.1% |
| 6M | -30.4% | -59.4% | +29.0% | -26.2% |
| YTD | -5.4% | -46.9% | +41.5% | -3.1% |
| 1Y | -9.0% | -54.0% | +45.1% | -6.3% |
| 3Y | +352.2% | +378.4% | -26.3% | +285.7% |
| All | +352.2% | +373.0% | -20.9% | +285.7% |
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