+105.2%
CTVA vs RCAT
+192.8%
-87.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -2.4% |
| 7D | -2.1% | +5.4% | -7.5% | -2.3% |
| 30D | +12.0% | -5.6% | +17.6% | +12.1% |
| 3M | +13.5% | -30.2% | +43.7% | +14.5% |
| 6M | +12.1% | -43.4% | +55.5% | +13.2% |
| YTD | +29.0% | +9.6% | +19.4% | +26.7% |
| 1Y | +18.9% | -2.0% | +20.8% | +16.4% |
| 3Y | +78.9% | +825.0% | -746.1% | +54.7% |
| 5Y | +105.2% | +199.8% | -94.6% | +80.9% |
| All | +105.2% | +192.8% | -87.5% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling