+1,764.5%
CCI vs RCAT
-100.0%
+1,864.5%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.4% | +8.2% | +1.7% |
| 7D | +3.2% | -5.6% | +8.8% | +3.2% |
| 30D | +12.2% | -27.0% | +39.2% | +12.3% |
| 3M | +23.1% | -57.9% | +81.0% | +23.4% |
| 6M | +1.3% | -59.4% | +60.7% | +1.4% |
| YTD | +4.5% | -46.9% | +51.4% | +4.5% |
| 1Y | +2.3% | -54.0% | +56.3% | +2.4% |
| 3Y | +9.8% | +378.4% | -368.6% | +8.8% |
| 5Y | -36.5% | +61.9% | -98.4% | -37.0% |
| 10Y | +64.7% | -99.6% | +164.3% | +57.4% |
| All | +1,764.5% | -100.0% | +1,864.5% | +1,498.8% |
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 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