+91.5%
CSCO vs RCAT
+41.8%
+49.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.4% | -2.8% | -6.1% |
| 7D | +1.9% | -5.9% | +7.8% | +2.1% |
| 30D | -15.8% | -19.7% | +3.8% | -15.3% |
| 3M | -15.4% | -62.9% | +47.5% | -12.9% |
| 6M | -5.4% | -59.6% | +54.2% | -3.2% |
| YTD | +26.5% | -52.1% | +78.5% | +28.4% |
| 1Y | +25.9% | -50.9% | +76.8% | +27.6% |
| 3Y | +97.5% | +333.8% | -236.2% | +88.9% |
| All | +91.5% | +41.8% | +49.7% | +87.2% |
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 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