+331.5%
CDW vs RCAT
-99.6%
+431.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.4% | +9.3% | +2.9% |
| 7D | +13.1% | -5.6% | +18.7% | +13.1% |
| 30D | +19.1% | -27.0% | +46.2% | +19.4% |
| 3M | +24.7% | -57.9% | +82.6% | +25.5% |
| 6M | +63.4% | -59.4% | +122.8% | +64.3% |
| YTD | +26.3% | -46.9% | +73.2% | +26.5% |
| 1Y | +20.6% | -54.0% | +74.6% | +20.9% |
| 3Y | -16.3% | +378.4% | -394.7% | -18.0% |
| 5Y | -3.9% | +61.9% | -65.9% | -5.6% |
| 10Y | +331.5% | -99.6% | +431.1% | +315.8% |
| All | +331.5% | -99.6% | +431.1% | +315.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling