+1,401.6%
CRS vs RCAT
+177.7%
+1,224.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.2% |
| 7D | -4.1% | -5.4% | +1.3% | -3.7% |
| 30D | -16.6% | -24.2% | +7.6% | -14.9% |
| 3M | -14.3% | -25.8% | +11.6% | -12.7% |
| 6M | +11.6% | -44.9% | +56.5% | +14.7% |
| YTD | +42.6% | +1.9% | +40.7% | +38.8% |
| 1Y | +81.8% | -5.2% | +87.0% | +75.6% |
| 3Y | +632.1% | +759.6% | -127.5% | +474.4% |
| 5Y | +1,401.6% | +187.5% | +1,214.1% | +1,098.7% |
| All | +1,401.6% | +177.7% | +1,224.0% | +1,098.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling