-5.2%
RCAT vs CPAY
+31.3%
-36.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -5.4% | -2.7% | -2.7% | -4.6% |
| 30D | -24.2% | +0.6% | -24.8% | -24.5% |
| 3M | -25.8% | +17.0% | -42.9% | -30.6% |
| 6M | -44.9% | +24.1% | -69.0% | -49.5% |
| YTD | +1.9% | +35.7% | -33.8% | -8.9% |
| 1Y | -5.2% | +34.0% | -39.2% | +14.2% |
| All | -5.2% | +31.3% | -36.4% | +14.2% |
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