+18.8%
ECL vs RCAT
-51.9%
+70.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.6% |
| 7D | -2.3% | +7.2% | -9.5% | -2.2% |
| 30D | +8.3% | -20.4% | +28.7% | +8.2% |
| 3M | +8.4% | -59.8% | +68.2% | +7.9% |
| 6M | +23.3% | -61.9% | +85.1% | +22.6% |
| YTD | +18.2% | -45.9% | +64.1% | +16.8% |
| 1Y | +18.8% | -50.5% | +69.3% | +17.2% |
| All | +18.8% | -51.9% | +70.6% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling