+54.8%
RCAT vs CRL
-10.4%
+65.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | +7.8% | +10.8% | +15.3% |
| 7D | -12.7% | -6.1% | -6.7% | -9.9% |
| 30D | -34.3% | +12.4% | -46.7% | -37.1% |
| 3M | -53.4% | +27.1% | -80.5% | -57.7% |
| 6M | -62.0% | +85.7% | -147.7% | -70.7% |
| YTD | -49.1% | +69.2% | -118.3% | -59.7% |
| 1Y | -53.1% | +97.5% | -150.7% | -64.9% |
| 3Y | +318.7% | +86.1% | +232.6% | +201.1% |
| All | +54.8% | -10.4% | +65.1% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling