+113.3%
CSCO vs RCAT
+183.7%
-70.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.6% |
| 7D | -0.7% | -1.4% | +0.7% | -0.6% |
| 30D | -10.1% | -3.3% | -6.8% | -10.1% |
| 3M | -15.7% | -43.2% | +27.5% | -14.6% |
| 6M | +36.3% | -43.2% | +79.4% | +37.4% |
| YTD | +43.8% | +5.5% | +38.3% | +42.9% |
| 1Y | +63.9% | -1.6% | +65.6% | +62.3% |
| 3Y | +104.4% | +773.7% | -669.3% | +93.1% |
| All | +113.3% | +183.7% | -70.4% | +101.9% |
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 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