+39.0%
CBOE vs RCAT
-59.1%
+98.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -10.3% | +10.6% | -0.2% |
| 7D | +7.7% | -18.5% | +26.3% | +6.8% |
| 30D | +24.4% | -37.0% | +61.4% | +22.4% |
| 3M | +20.0% | -54.9% | +74.9% | +16.9% |
| 6M | +2.4% | -63.6% | +66.0% | -0.1% |
| YTD | +38.5% | -49.6% | +88.1% | +32.8% |
| 1Y | +39.0% | -57.8% | +96.8% | +34.3% |
| All | +39.0% | -59.1% | +98.1% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling