+39.4%
CSCO vs RCAT
-52.7%
+92.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +5.9% | 0.0% |
| 7D | -4.7% | -5.6% | +0.9% | -4.4% |
| 30D | -17.1% | -27.0% | +9.9% | -15.4% |
| 3M | -19.6% | -57.9% | +38.3% | -15.2% |
| 6M | +2.4% | -59.4% | +61.8% | +7.8% |
| YTD | +29.8% | -46.9% | +76.7% | +36.9% |
| All | +39.4% | -52.7% | +92.2% | +46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling