-99.9%
RCAT vs CPAY
+1,731.9%
-1,831.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.6% | +10.8% | +11.1% |
| 7D | +1.1% | +11.9% | -10.8% | -4.0% |
| 30D | -22.0% | +15.1% | -37.1% | -26.9% |
| 3M | -51.1% | +16.5% | -67.7% | -54.5% |
| 6M | -56.6% | +33.1% | -89.7% | -62.0% |
| YTD | -43.3% | +52.2% | -95.4% | -53.7% |
| 1Y | -51.5% | +65.6% | -117.1% | -61.9% |
| 3Y | +411.4% | +100.2% | +311.2% | +276.4% |
| 5Y | +74.4% | +87.6% | -13.2% | +28.6% |
| 10Y | -99.6% | +205.3% | -304.9% | -99.7% |
| All | -99.9% | +1,731.9% | -1,831.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling