+24.9%
TECK vs RCAT
-44.6%
+69.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.8% |
| 7D | -0.3% | -1.4% | +1.1% | -0.1% |
| 30D | +4.6% | -3.3% | +8.0% | +4.4% |
| 3M | +2.8% | -43.2% | +46.1% | +11.5% |
| 6M | +24.9% | -43.2% | +68.1% | +33.8% |
| All | +24.9% | -44.6% | +69.5% | +33.8% |
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