+1,459.7%
CCI vs RCAT
-100.0%
+1,559.7%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.8% |
| 7D | -0.4% | -1.4% | +1.0% | -0.4% |
| 30D | +2.7% | -3.3% | +6.0% | +2.7% |
| 3M | -18.2% | -43.2% | +25.0% | -18.1% |
| 6M | -14.8% | -43.2% | +28.4% | -14.7% |
| YTD | -12.6% | +5.5% | -18.1% | -12.7% |
| 1Y | -16.7% | -1.6% | -15.1% | -16.9% |
| 3Y | -10.5% | +773.7% | -784.2% | -11.5% |
| 5Y | -51.4% | +187.6% | -239.0% | -51.9% |
| 10Y | +20.0% | -98.5% | +118.5% | +14.3% |
| All | +1,459.7% | -100.0% | +1,559.7% | +1,235.4% |
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