-16.2%
CCI vs RCAT
-6.9%
-9.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -1.1% |
| 7D | -0.3% | -2.3% | +2.0% | -0.3% |
| 30D | +2.1% | -18.7% | +20.8% | +2.0% |
| 3M | -17.8% | -29.3% | +11.4% | -17.6% |
| 6M | -14.2% | -42.3% | +28.1% | -13.9% |
| YTD | -13.3% | +2.5% | -15.9% | -14.5% |
| All | -16.2% | -6.9% | -9.3% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling