+25.4%
CBOE vs RCAT
-6.9%
+32.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.7% |
| 7D | -0.8% | -2.3% | +1.5% | -0.8% |
| 30D | +2.7% | -18.7% | +21.4% | +2.2% |
| 3M | +0.7% | -29.3% | +30.0% | +0.8% |
| 6M | -2.0% | -42.3% | +40.3% | -1.7% |
| YTD | +17.1% | +2.5% | +14.6% | +16.5% |
| All | +25.4% | -6.9% | +32.2% | +24.3% |
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