+358.9%
CBOE vs RCAT
-98.5%
+457.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -2.2% |
| 7D | -5.8% | -4.9% | -0.9% | -5.8% |
| 30D | -3.1% | -22.9% | +19.7% | -3.0% |
| 3M | -4.8% | -33.7% | +29.0% | -4.6% |
| 6M | -0.6% | -50.7% | +50.2% | -0.4% |
| YTD | +12.8% | +0.4% | +12.4% | +12.5% |
| 1Y | +19.8% | -27.6% | +47.4% | +19.6% |
| 3Y | +86.9% | +753.2% | -666.2% | +82.9% |
| 5Y | +136.5% | +183.3% | -46.7% | +131.8% |
| All | +358.9% | -98.5% | +457.4% | +330.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling