+182.3%
RCAT vs CPAY
+54.3%
+128.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.3% | -6.4% |
| 7D | -2.3% | -2.5% | +0.2% | -1.2% |
| 30D | -18.7% | +1.3% | -20.0% | -19.4% |
| 3M | -29.3% | +13.5% | -42.8% | -34.1% |
| 6M | -42.3% | +24.7% | -67.0% | -48.9% |
| YTD | +2.5% | +34.9% | -32.4% | -13.7% |
| 1Y | -5.7% | +29.7% | -35.4% | -18.9% |
| 3Y | +764.9% | +49.4% | +715.5% | +610.8% |
| 5Y | +182.3% | +53.5% | +128.8% | +138.5% |
| All | +182.3% | +54.3% | +128.0% | +138.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling