+70.9%
RCAT vs CPAY
+88.9%
-18.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +7.2% | +10.4% | -3.1% | +2.2% |
| 30D | -20.4% | +16.2% | -36.6% | -26.2% |
| 3M | -59.8% | +13.7% | -73.5% | -62.4% |
| 6M | -61.9% | +35.2% | -97.1% | -67.3% |
| YTD | -45.9% | +53.5% | -99.4% | -57.1% |
| 1Y | -50.5% | +58.9% | -109.4% | -61.5% |
| 3Y | +387.5% | +99.8% | +287.7% | +256.9% |
| 5Y | +70.9% | +93.3% | -22.3% | +28.6% |
| All | +70.9% | +88.9% | -18.0% | +28.6% |
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 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