-54.0%
RCAT vs CRL
+106.9%
-160.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.1% | -4.3% | -5.0% |
| 7D | -5.6% | -1.7% | -3.9% | -3.9% |
| 30D | -27.0% | +14.6% | -41.6% | -32.2% |
| 3M | -57.9% | +24.8% | -82.7% | -63.1% |
| 6M | -59.4% | +94.7% | -154.1% | -74.4% |
| YTD | -46.9% | +73.4% | -120.3% | -65.7% |
| 1Y | -54.0% | +104.7% | -158.7% | -75.7% |
| All | -54.0% | +106.9% | -160.9% | -75.7% |
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