-18.9%
CDW vs RCAT
+183.7%
-202.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.9% |
| 7D | +3.2% | -1.4% | +4.6% | +3.2% |
| 30D | +9.3% | -3.3% | +12.6% | +9.4% |
| 3M | +9.8% | -43.2% | +53.0% | +12.0% |
| 6M | +23.3% | -43.2% | +66.5% | +25.0% |
| YTD | +13.7% | +5.5% | +8.1% | +11.7% |
| 1Y | -6.5% | -1.6% | -4.8% | -8.5% |
| 3Y | -25.2% | +773.7% | -798.9% | -34.6% |
| All | -18.9% | +183.7% | -202.6% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling