+672.8%
CSCO vs RCAT
-100.0%
+772.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +18.6% | -20.6% | -2.0% |
| 7D | -10.2% | -12.7% | +2.5% | -10.2% |
| 30D | -20.1% | -34.3% | +14.3% | -20.0% |
| 3M | -22.4% | -53.4% | +31.0% | -22.2% |
| 6M | +2.8% | -62.0% | +64.8% | +3.0% |
| YTD | +23.6% | -49.1% | +72.7% | +23.7% |
| 1Y | +34.0% | -53.1% | +87.2% | +34.2% |
| 3Y | +89.3% | +318.7% | -229.4% | +87.8% |
| 5Y | +87.9% | +48.5% | +39.3% | +86.6% |
| 10Y | +314.9% | -99.6% | +414.5% | +297.3% |
| All | +672.8% | -100.0% | +772.8% | +470.3% |
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