+993.7%
CVS vs RCAT
-100.0%
+1,093.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.5% |
| 7D | +4.0% | -1.4% | +5.4% | +4.0% |
| 30D | -2.4% | -3.3% | +0.9% | -2.4% |
| 3M | +2.7% | -43.2% | +45.9% | +2.7% |
| 6M | +21.9% | -43.2% | +65.1% | +21.9% |
| YTD | +24.7% | +5.5% | +19.2% | +24.7% |
| 1Y | +35.4% | -1.6% | +37.1% | +35.3% |
| 3Y | +65.2% | +773.7% | -708.5% | +64.3% |
| 5Y | +30.5% | +187.6% | -157.1% | +29.9% |
| 10Y | +40.4% | -98.5% | +138.8% | +37.1% |
| All | +993.7% | -100.0% | +1,093.7% | +808.2% |
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