+17.2%
CDW vs RCAT
-53.5%
+70.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +11.4% | -6.5% | +4.3% |
| 7D | +9.3% | +1.1% | +8.2% | +9.0% |
| 30D | +15.8% | -22.0% | +37.8% | +16.8% |
| 3M | +21.8% | -51.1% | +72.9% | +25.4% |
| 6M | +58.8% | -56.6% | +115.4% | +64.4% |
| YTD | +22.8% | -43.3% | +66.0% | +24.5% |
| All | +17.2% | -53.5% | +70.7% | +20.4% |
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