+47.9%
RCAT vs CRL
-12.1%
+59.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.1% |
| 7D | -5.9% | +0.1% | -6.1% | -5.8% |
| 30D | -19.7% | +11.9% | -31.6% | -22.7% |
| 3M | -62.9% | +20.2% | -83.0% | -65.4% |
| 6M | -59.6% | +107.5% | -167.1% | -70.1% |
| YTD | -52.1% | +69.4% | -121.5% | -62.0% |
| 1Y | -50.9% | +99.7% | -150.6% | -63.3% |
| 3Y | +333.8% | +98.8% | +235.0% | +206.6% |
| All | +47.9% | -12.1% | +59.9% | +60.1% |
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