+799.2%
CSCO vs RCAT
-100.0%
+899.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.5% |
| 7D | -0.7% | -1.4% | +0.7% | -0.7% |
| 30D | -10.1% | -3.3% | -6.8% | -10.1% |
| 3M | -15.7% | -43.2% | +27.5% | -15.6% |
| 6M | +36.3% | -43.2% | +79.4% | +36.4% |
| YTD | +43.8% | +5.5% | +38.3% | +43.7% |
| 1Y | +63.9% | -1.6% | +65.6% | +63.7% |
| 3Y | +104.4% | +773.7% | -669.3% | +102.4% |
| 5Y | +111.4% | +187.6% | -76.3% | +109.5% |
| 10Y | +361.7% | -98.5% | +460.1% | +340.6% |
| All | +799.2% | -100.0% | +899.2% | +562.3% |
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