-9.3%
CDW vs RCAT
+46.9%
-56.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +18.6% | -19.5% | -1.7% |
| 7D | +2.1% | -12.7% | +14.8% | +2.5% |
| 30D | +14.7% | -34.3% | +49.1% | +16.6% |
| 3M | +11.1% | -53.4% | +64.5% | +14.4% |
| 6M | +45.6% | -62.0% | +107.5% | +50.5% |
| YTD | +17.1% | -49.1% | +66.2% | +18.3% |
| 1Y | +13.2% | -53.1% | +66.3% | +14.4% |
| 3Y | -22.2% | +318.7% | -340.8% | -30.5% |
| All | -9.3% | +46.9% | -56.2% | -11.7% |
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 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