-14.6%
CDW vs RCAT
+387.5%
-402.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.1% |
| 7D | +2.6% | +7.2% | -4.7% | +2.2% |
| 30D | +20.4% | -20.4% | +40.8% | +21.3% |
| 3M | +28.5% | -59.8% | +88.2% | +32.9% |
| 6M | +70.6% | -61.9% | +132.5% | +76.1% |
| YTD | +29.1% | -45.9% | +75.0% | +30.1% |
| 1Y | +23.8% | -50.5% | +74.3% | +24.8% |
| All | -14.6% | +387.5% | -402.1% | -18.3% |
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