-99.8%
RCAT vs CRL
+354.1%
-453.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.5% | -7.7% | -8.0% |
| 7D | +15.6% | +8.9% | +6.7% | +11.6% |
| 30D | -24.1% | +14.0% | -38.1% | -28.2% |
| 3M | -61.9% | +19.8% | -81.7% | -64.9% |
| 6M | -64.3% | +102.0% | -166.4% | -74.5% |
| YTD | -50.4% | +70.8% | -121.2% | -62.2% |
| 1Y | -54.0% | +98.7% | -152.8% | -67.3% |
| 3Y | +347.2% | +98.2% | +249.0% | +196.5% |
| 5Y | +45.7% | -11.7% | +57.4% | +38.5% |
| All | -99.8% | +354.1% | -453.9% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling