-2.0%
RCAT vs CRL
+72.1%
-74.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.7% | +6.6% | +5.4% |
| 7D | +5.4% | -0.6% | +6.0% | +5.6% |
| 30D | -5.6% | +5.0% | -10.6% | -8.5% |
| 3M | -30.2% | +50.6% | -80.8% | -47.2% |
| 6M | -43.4% | +60.9% | -104.3% | -60.1% |
| YTD | +9.6% | +40.7% | -31.1% | -16.5% |
| 1Y | -2.0% | +73.3% | -75.3% | -34.3% |
| All | -2.0% | +72.1% | -74.0% | -34.3% |
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