+67.4%
CVE vs RCAT
-99.8%
+167.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -10.3% | +2.7% | -7.6% |
| 7D | -12.1% | -18.5% | +6.5% | -12.1% |
| 30D | -9.8% | -37.0% | +27.2% | -9.7% |
| 3M | -0.7% | -54.9% | +54.1% | -0.6% |
| 6M | -4.3% | -63.6% | +59.3% | -4.2% |
| YTD | +70.6% | -49.6% | +120.2% | +70.7% |
| 1Y | +73.2% | -57.8% | +131.0% | +73.2% |
| 3Y | +60.3% | +332.4% | -272.1% | +60.2% |
| 5Y | +159.3% | +48.1% | +111.2% | +159.1% |
| 10Y | +147.4% | -99.6% | +247.1% | +152.4% |
| All | +67.4% | -99.8% | +167.1% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling