-3.0%
CDW vs RCAT
+71.6%
-74.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +33.1% |
| 6M | +70.6% | -61.9% | +132.5% | +76.3% |
| YTD | +29.1% | -45.9% | +75.0% | +30.0% |
| 1Y | +23.8% | -50.5% | +74.3% | +24.8% |
| 3Y | -14.5% | +387.5% | -402.0% | -24.1% |
| All | -3.0% | +71.6% | -74.6% | -8.4% |
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 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