-57.8%
RCAT vs CRL
+85.3%
-143.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -7.3% | -3.0% | -6.2% |
| 7D | -18.5% | -12.8% | -5.8% | -11.8% |
| 30D | -37.0% | +5.0% | -42.0% | -38.6% |
| 3M | -54.9% | +39.4% | -94.2% | -63.2% |
| 6M | -63.6% | +89.4% | -153.0% | -76.5% |
| YTD | -49.6% | +63.6% | -113.1% | -65.4% |
| 1Y | -57.8% | +83.5% | -141.3% | -73.2% |
| All | -57.8% | +85.3% | -143.2% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling