-100.0%
RCAT vs CRL
+1,028.8%
-1,128.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | +7.8% | +10.8% | +17.4% |
| 7D | -12.7% | -6.1% | -6.7% | -11.7% |
| 30D | -34.3% | +12.4% | -46.7% | -35.3% |
| 3M | -53.4% | +27.1% | -80.5% | -55.0% |
| 6M | -62.0% | +85.7% | -147.7% | -65.3% |
| YTD | -49.1% | +69.2% | -118.3% | -53.0% |
| 1Y | -53.1% | +97.5% | -150.7% | -57.6% |
| 3Y | +318.7% | +86.1% | +232.6% | +276.7% |
| 5Y | +48.5% | -10.0% | +58.6% | +37.0% |
| 10Y | -99.6% | +395.0% | -494.6% | -99.6% |
| All | -100.0% | +1,028.8% | -1,128.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling