+205.4%
CTVA vs RCAT
-10.6%
+216.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | -1.0% | +7.2% | -8.2% | -1.2% |
| 30D | -8.7% | -20.4% | +11.7% | -8.4% |
| 3M | +6.4% | -59.8% | +66.1% | +8.1% |
| 6M | -1.9% | -61.9% | +60.0% | -0.6% |
| YTD | +21.5% | -45.9% | +67.4% | +21.8% |
| 1Y | +24.3% | -50.5% | +74.8% | +24.6% |
| 3Y | +91.8% | +387.5% | -295.7% | +79.7% |
| 5Y | +78.4% | +70.9% | +7.5% | +68.4% |
| All | +205.4% | -10.6% | +216.1% | +165.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling