+131.1%
CDE vs RCAT
-100.0%
+231.1%
-97.7%
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% | -1.9% |
| 7D | +0.5% | -1.4% | +1.9% | +0.5% |
| 30D | +21.9% | -3.3% | +25.2% | +21.9% |
| 3M | +14.9% | -43.2% | +58.2% | +15.1% |
| 6M | -10.5% | -43.2% | +32.7% | -10.4% |
| YTD | +19.3% | +5.5% | +13.7% | +19.2% |
| 1Y | +50.8% | -1.6% | +52.5% | +50.7% |
| 3Y | +782.3% | +773.7% | +8.6% | +776.2% |
| 5Y | +191.7% | +187.6% | +4.1% | +189.9% |
| 10Y | +57.6% | -98.5% | +156.1% | +53.3% |
| All | +131.1% | -100.0% | +231.1% | +112.7% |
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