+8.0%
CCI vs RCAT
+390.2%
-382.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +11.4% | -12.3% | -0.8% |
| 7D | +0.9% | +1.1% | -0.2% | +1.0% |
| 30D | +10.3% | -22.0% | +32.3% | +10.2% |
| 3M | +17.9% | -51.1% | +69.0% | +17.6% |
| 6M | -0.5% | -56.6% | +56.1% | -0.6% |
| YTD | +2.7% | -43.3% | +46.0% | +2.5% |
| 1Y | +3.1% | -51.5% | +54.7% | +2.9% |
| 3Y | +8.0% | +411.4% | -403.4% | +9.3% |
| All | +8.0% | +390.2% | -382.2% | +9.3% |
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 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