+715.5%
CSCO vs RCAT
-100.0%
+815.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +11.4% | -6.3% | +5.1% |
| 7D | -2.9% | +1.1% | -4.0% | -2.9% |
| 30D | -16.7% | -22.0% | +5.3% | -16.6% |
| 3M | -18.4% | -51.1% | +32.7% | -18.3% |
| 6M | +2.9% | -56.6% | +59.5% | +3.1% |
| YTD | +30.4% | -43.3% | +73.7% | +30.5% |
| 1Y | +41.4% | -51.5% | +92.9% | +41.5% |
| 3Y | +104.7% | +411.4% | -306.7% | +103.0% |
| 5Y | +96.9% | +74.4% | +22.5% | +95.6% |
| 10Y | +321.5% | -99.6% | +421.1% | +303.7% |
| All | +715.5% | -100.0% | +815.5% | +501.6% |
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