+31.5%
CVS vs RCAT
+192.8%
-161.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -0.7% |
| 7D | -1.6% | +5.4% | -7.0% | -1.6% |
| 30D | +0.4% | -5.6% | +6.0% | +0.4% |
| 3M | -0.4% | -30.2% | +29.8% | -0.3% |
| 6M | +25.1% | -43.4% | +68.5% | +25.3% |
| YTD | +23.9% | +9.6% | +14.2% | +23.4% |
| 1Y | +41.1% | -2.0% | +43.0% | +40.4% |
| 3Y | +63.6% | +825.0% | -761.4% | +58.3% |
| 5Y | +31.5% | +199.8% | -168.3% | +28.1% |
| All | +31.5% | +192.8% | -161.2% | +28.1% |
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