+32.5%
CDE vs RCAT
-12.9%
+45.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.0% |
| 7D | -6.1% | -5.4% | -0.7% | -4.8% |
| 30D | +9.5% | -24.2% | +33.7% | +16.9% |
| 3M | +32.0% | -25.8% | +57.8% | +39.7% |
| 6M | -12.8% | -44.9% | +32.1% | -3.6% |
| YTD | +14.2% | +1.9% | +12.3% | +10.1% |
| All | +32.5% | -12.9% | +45.4% | +38.0% |
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