+47.9%
RCAT vs CPAY
+89.5%
-41.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.8% | -4.0% |
| 7D | -5.9% | +1.6% | -7.5% | -6.5% |
| 30D | -19.7% | +17.6% | -37.3% | -25.9% |
| 3M | -62.9% | +8.7% | -71.6% | -64.5% |
| 6M | -59.6% | +39.5% | -99.1% | -65.9% |
| YTD | -52.1% | +53.6% | -105.7% | -62.0% |
| 1Y | -50.9% | +63.3% | -114.2% | -62.3% |
| 3Y | +333.8% | +101.7% | +232.1% | +217.1% |
| All | +47.9% | +89.5% | -41.7% | +9.6% |
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