+116.3%
CBOE vs RCAT
+331.8%
-215.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.2% | +1.7% |
| 7D | +6.3% | -5.9% | +12.2% | +6.2% |
| 30D | +24.9% | -19.7% | +44.6% | +24.5% |
| 3M | +28.5% | -62.9% | +91.3% | +26.4% |
| 6M | +2.9% | -59.6% | +62.5% | +1.7% |
| YTD | +50.7% | -52.1% | +102.8% | +49.5% |
| 1Y | +45.5% | -50.9% | +96.4% | +44.5% |
| 3Y | +116.3% | +333.8% | -217.5% | +120.2% |
| All | +116.3% | +331.8% | -215.5% | +120.2% |
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