+89.9%
CVE vs RCAT
-99.5%
+189.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.3% |
| 7D | +2.5% | -1.4% | +3.9% | +2.5% |
| 30D | +16.7% | -3.3% | +20.1% | +16.7% |
| 3M | +9.3% | -43.2% | +52.5% | +9.3% |
| 6M | +43.6% | -43.2% | +86.8% | +43.6% |
| YTD | +93.6% | +5.5% | +88.0% | +93.5% |
| 1Y | +98.8% | -1.6% | +100.4% | +98.7% |
| 3Y | +73.6% | +773.7% | -700.1% | +73.3% |
| 5Y | +312.5% | +187.6% | +124.8% | +311.9% |
| 10Y | +161.0% | -98.5% | +259.5% | +166.3% |
| All | +89.9% | -99.5% | +189.5% | +110.9% |
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 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