-100.0%
RCAT vs CRL
+864.9%
-964.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.7% |
| 7D | -1.4% | -1.0% | -0.4% | -1.3% |
| 30D | -3.3% | +10.7% | -14.0% | -4.8% |
| 3M | -43.2% | +55.3% | -98.5% | -47.0% |
| 6M | -43.2% | +60.7% | -103.8% | -47.2% |
| YTD | +5.5% | +44.6% | -39.1% | -0.6% |
| 1Y | -1.6% | +77.7% | -79.4% | -9.7% |
| 3Y | +773.7% | +37.6% | +736.1% | +709.8% |
| 5Y | +187.6% | -35.8% | +223.5% | +171.8% |
| 10Y | -98.5% | +241.7% | -340.2% | -98.5% |
| All | -100.0% | +864.9% | -964.9% | -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