+810.1%
CDE vs RCAT
+738.1%
+72.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.5% | +8.1% | +2.3% |
| 7D | -2.0% | -2.3% | +0.3% | -1.8% |
| 30D | +15.7% | -18.7% | +34.4% | +18.0% |
| 3M | +30.5% | -29.3% | +59.8% | +34.3% |
| 6M | -7.4% | -42.3% | +34.9% | -3.8% |
| YTD | +17.9% | +2.5% | +15.4% | +17.8% |
| 1Y | +46.7% | -5.7% | +52.4% | +46.7% |
| All | +810.1% | +738.1% | +72.0% | +714.0% |
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 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