+219.9%
CTVA vs RCAT
+69.4%
+150.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -1.2% |
| 7D | -5.8% | -2.3% | -3.5% | -5.8% |
| 30D | +11.1% | -18.7% | +29.8% | +11.5% |
| 3M | +13.2% | -29.3% | +42.5% | +13.8% |
| 6M | +8.7% | -42.3% | +51.0% | +9.3% |
| YTD | +27.3% | +2.5% | +24.8% | +26.2% |
| 1Y | +18.0% | -5.7% | +23.7% | +16.7% |
| 3Y | +76.5% | +764.9% | -688.4% | +63.7% |
| 5Y | +105.1% | +182.3% | -77.2% | +91.6% |
| All | +219.9% | +69.4% | +150.5% | +174.6% |
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 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