+66.6%
CSCO vs RCAT
+1.5%
+65.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.2% |
| 7D | -0.5% | +5.4% | -5.9% | -0.8% |
| 30D | -10.1% | -5.6% | -4.5% | -10.0% |
| 3M | -11.7% | -30.2% | +18.5% | -10.8% |
| 6M | +40.1% | -43.4% | +83.5% | +41.8% |
| YTD | +43.8% | +9.6% | +34.1% | +45.3% |
| 1Y | +66.6% | -2.0% | +68.6% | +68.9% |
| All | +66.6% | +1.5% | +65.2% | +68.9% |
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