+919.3%
CVS vs RCAT
-100.0%
+1,019.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.6% |
| 7D | +12.0% | +7.2% | +4.7% | +11.9% |
| 30D | +2.8% | -20.4% | +23.2% | +2.8% |
| 3M | -3.6% | -59.8% | +56.2% | -3.5% |
| 6M | -1.6% | -61.9% | +60.2% | -1.5% |
| YTD | +16.3% | -45.9% | +62.2% | +16.3% |
| 1Y | +15.5% | -50.5% | +66.0% | +15.5% |
| 3Y | +48.1% | +387.5% | -339.4% | +47.4% |
| 5Y | +12.3% | +70.9% | -58.6% | +11.8% |
| 10Y | +62.7% | -99.7% | +162.4% | +59.2% |
| All | +919.3% | -100.0% | +1,019.3% | +747.1% |
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 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