+870.7%
CVS vs RCAT
-100.0%
+970.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.4% | -9.7% | +1.7% |
| 7D | -3.7% | +1.1% | -4.8% | -3.7% |
| 30D | -0.3% | -22.0% | +21.7% | -0.3% |
| 3M | -10.3% | -51.1% | +40.9% | -10.2% |
| 6M | -4.6% | -56.6% | +52.0% | -4.5% |
| YTD | +10.7% | -43.3% | +54.0% | +10.7% |
| 1Y | +11.2% | -51.5% | +62.7% | +11.3% |
| 3Y | +43.0% | +411.4% | -368.3% | +42.3% |
| 5Y | +8.6% | +74.4% | -65.8% | +8.2% |
| 10Y | +52.0% | -99.6% | +151.5% | +48.6% |
| All | +870.7% | -100.0% | +970.7% | +706.7% |
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