+37.8%
ECL vs RCAT
+46.9%
-9.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +18.6% | -20.3% | -2.2% |
| 7D | -0.8% | -12.7% | +12.0% | -0.5% |
| 30D | +8.1% | -34.3% | +42.4% | +9.3% |
| 3M | +6.4% | -53.4% | +59.8% | +8.4% |
| 6M | +14.8% | -62.0% | +76.7% | +17.0% |
| YTD | +15.5% | -49.1% | +64.5% | +15.5% |
| 1Y | +20.1% | -53.1% | +73.2% | +20.2% |
| 3Y | +77.8% | +318.7% | -240.9% | +50.0% |
| All | +37.8% | +46.9% | -9.1% | +20.6% |
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