+69.3%
CCI vs RCAT
-99.8%
+169.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.3% |
| 7D | +2.5% | -5.9% | +8.5% | +2.5% |
| 30D | +14.4% | -19.7% | +34.1% | +14.5% |
| 3M | +21.7% | -62.9% | +84.5% | +22.1% |
| 6M | +4.0% | -59.6% | +63.6% | +4.3% |
| YTD | +6.2% | -52.1% | +58.3% | +6.3% |
| 1Y | +5.4% | -50.9% | +56.3% | +5.4% |
| 3Y | +11.7% | +333.8% | -322.1% | +10.0% |
| 5Y | -35.6% | +40.7% | -76.4% | -36.5% |
| All | +69.3% | -99.8% | +169.1% | +65.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling