-54.0%
RCAT vs CPAY
+57.5%
-111.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.3% | -7.0% | -8.0% |
| 7D | +15.6% | +2.0% | +13.5% | +15.2% |
| 30D | -24.1% | +14.3% | -38.4% | -26.5% |
| 3M | -61.9% | +11.3% | -73.2% | -62.8% |
| 6M | -64.3% | +34.8% | -99.1% | -67.2% |
| YTD | -50.4% | +51.5% | -101.9% | -54.6% |
| 1Y | -54.0% | +59.0% | -113.1% | -56.9% |
| All | -54.0% | +57.5% | -111.6% | -56.9% |
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