+3,693.1%
CRS vs RCAT
-100.0%
+3,793.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.3% | +6.5% | -1.7% |
| 7D | +7.4% | +15.6% | -8.2% | +7.3% |
| 30D | -21.2% | -24.1% | +2.9% | -21.1% |
| 3M | -43.3% | -61.9% | +18.6% | -43.1% |
| 6M | -29.4% | -64.3% | +34.9% | -29.2% |
| YTD | -4.7% | -50.4% | +45.7% | -4.5% |
| 1Y | -9.6% | -54.0% | +44.4% | -9.5% |
| 3Y | +355.5% | +347.2% | +8.3% | +351.5% |
| 5Y | +826.6% | +45.7% | +780.8% | +819.8% |
| 10Y | +846.1% | -99.7% | +945.9% | +811.0% |
| All | +3,693.1% | -100.0% | +3,793.1% | +2,914.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling