+135.5%
CVE vs RCAT
+46.9%
+88.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +18.6% | -19.2% | -1.3% |
| 7D | -16.1% | -12.7% | -3.4% | -15.8% |
| 30D | -10.4% | -34.3% | +23.9% | -9.2% |
| 3M | -2.4% | -53.4% | +51.0% | +0.1% |
| 6M | -4.4% | -62.0% | +57.5% | -1.8% |
| YTD | +64.9% | -49.1% | +114.0% | +66.3% |
| 1Y | +66.0% | -53.1% | +119.2% | +67.4% |
| 3Y | +57.7% | +318.7% | -261.0% | +47.9% |
| All | +135.5% | +46.9% | +88.6% | +127.1% |
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 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