+94.1%
CBOE vs RCAT
+738.1%
-644.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.6% |
| 7D | -0.8% | -2.3% | +1.5% | -0.8% |
| 30D | +2.7% | -18.7% | +21.4% | +2.4% |
| 3M | +0.7% | -29.3% | +30.0% | +0.6% |
| 6M | -2.0% | -42.3% | +40.3% | -2.1% |
| YTD | +17.1% | +2.5% | +14.6% | +17.6% |
| 1Y | +26.5% | -5.7% | +32.2% | +27.1% |
| All | +94.1% | +738.1% | -644.0% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling