+32.1%
CVS vs RCAT
+339.1%
-307.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +18.6% | -15.6% | +3.1% |
| 7D | -7.1% | -12.7% | +5.7% | -7.1% |
| 30D | -4.0% | -34.3% | +30.3% | -4.1% |
| 3M | -12.2% | -53.4% | +41.2% | -12.5% |
| 6M | -2.2% | -62.0% | +59.8% | -2.5% |
| YTD | +8.9% | -49.1% | +58.0% | +8.6% |
| 1Y | +9.9% | -53.1% | +63.0% | +9.5% |
| 3Y | +32.1% | +318.7% | -286.6% | +37.9% |
| All | +32.1% | +339.1% | -307.0% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling