-0.3%
CBOE vs RCAT
-44.6%
+44.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | -0.2% |
| 7D | -3.6% | -1.4% | -2.2% | -3.7% |
| 30D | +5.1% | -3.3% | +8.4% | +5.1% |
| 3M | +4.6% | -43.2% | +47.8% | +2.9% |
| 6M | -0.3% | -43.2% | +42.9% | -0.4% |
| All | -0.3% | -44.6% | +44.3% | -0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling