+389.7%
RCAT vs CPAY
+100.9%
+288.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +7.2% | +10.4% | -3.1% | +1.9% |
| 30D | -20.4% | +16.2% | -36.6% | -26.6% |
| 3M | -59.8% | +13.7% | -73.5% | -62.5% |
| 6M | -61.9% | +35.2% | -97.1% | -67.8% |
| YTD | -45.9% | +53.5% | -99.4% | -58.3% |
| 1Y | -50.5% | +58.9% | -109.4% | -62.7% |
| All | +389.7% | +100.9% | +288.9% | +345.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling