+146.7%
CI vs RCAT
-98.5%
+245.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.3% |
| 7D | +1.3% | -1.4% | +2.7% | +1.3% |
| 30D | +4.4% | -3.3% | +7.8% | +4.4% |
| 3M | +0.7% | -43.2% | +43.9% | +0.8% |
| 6M | +0.3% | -43.2% | +43.5% | +0.4% |
| YTD | +3.8% | +5.5% | -1.7% | +3.7% |
| 1Y | -5.5% | -1.6% | -3.8% | -5.6% |
| 3Y | +8.1% | +773.7% | -765.6% | +6.8% |
| 5Y | +42.8% | +187.6% | -144.8% | +41.3% |
| All | +146.7% | -98.5% | +245.1% | +156.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling