-37.2%
CCI vs RCAT
+53.6%
-90.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +18.6% | -21.2% | -2.7% |
| 7D | -0.1% | -12.7% | +12.6% | 0.0% |
| 30D | +28.4% | -34.3% | +62.7% | +28.7% |
| 3M | +20.0% | -53.4% | +73.4% | +20.5% |
| 6M | +0.8% | -62.0% | +62.7% | +1.3% |
| YTD | +3.6% | -49.1% | +52.7% | +3.4% |
| 1Y | +6.1% | -53.1% | +59.2% | +5.9% |
| 3Y | +7.2% | +318.7% | -311.4% | -1.7% |
| All | -37.2% | +53.6% | -90.8% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling