-53.4%
RCAT vs CRL
+27.4%
-80.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | +7.8% | +10.8% | +12.1% |
| 7D | -12.7% | -6.1% | -6.7% | -10.5% |
| 30D | -34.3% | +12.4% | -46.7% | -36.8% |
| 3M | -53.4% | +27.1% | -80.5% | -58.4% |
| All | -53.4% | +27.4% | -80.8% | -58.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling