-0.2%
STZ vs RCAT
-63.9%
+63.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -10.3% | +15.6% | +4.3% |
| 7D | +13.0% | -18.5% | +31.5% | +11.1% |
| 30D | +29.4% | -37.0% | +66.4% | +25.6% |
| 3M | +11.6% | -54.9% | +66.4% | +6.7% |
| 6M | -0.2% | -63.6% | +63.4% | -4.6% |
| All | -0.2% | -63.9% | +63.7% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 6mo: compounded portfolio wealth divided by compounded RCAT 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…
6mo analysis · Full analysis span regression · 6 months rolling