+1,354.8%
CBOE vs RCAT
-99.9%
+1,454.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.2% | +1.8% |
| 7D | +6.3% | -5.9% | +12.2% | +6.3% |
| 30D | +24.9% | -19.7% | +44.6% | +25.0% |
| 3M | +28.5% | -62.9% | +91.3% | +28.8% |
| 6M | +2.9% | -59.6% | +62.5% | +3.0% |
| YTD | +50.7% | -52.1% | +102.8% | +50.7% |
| 1Y | +45.5% | -50.9% | +96.4% | +45.5% |
| 3Y | +116.3% | +333.8% | -217.5% | +113.9% |
| 5Y | +204.3% | +40.7% | +163.6% | +201.3% |
| 10Y | +526.3% | -99.8% | +626.1% | +494.5% |
| All | +1,354.8% | -99.9% | +1,454.7% | +1,287.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling