-4.3%
CVE vs RCAT
-63.9%
+59.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -10.3% | +2.7% | -7.5% |
| 7D | -12.1% | -18.5% | +6.5% | -11.9% |
| 30D | -9.8% | -37.0% | +27.2% | -9.2% |
| 3M | -0.7% | -54.9% | +54.1% | +0.3% |
| 6M | -4.3% | -63.6% | +59.3% | -1.6% |
| All | -4.3% | -63.9% | +59.6% | -1.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling