-1.6%
RCAT vs CPAY
+29.9%
-31.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -1.4% | +2.1% | -3.5% | -2.1% |
| 30D | -3.3% | +5.5% | -8.9% | -5.2% |
| 3M | -43.2% | +16.6% | -59.8% | -46.5% |
| 6M | -43.2% | +26.7% | -69.8% | -48.2% |
| YTD | +5.5% | +38.4% | -32.8% | -5.9% |
| 1Y | -1.6% | +30.1% | -31.8% | +32.6% |
| All | -1.6% | +29.9% | -31.6% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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