+142.2%
CI vs RCAT
-99.6%
+241.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.4% | -10.7% | +0.7% |
| 7D | +0.1% | +1.1% | -1.0% | +0.1% |
| 30D | +4.7% | -22.0% | +26.7% | +4.7% |
| 3M | +5.2% | -51.1% | +56.4% | +5.4% |
| 6M | +3.8% | -56.6% | +60.4% | +3.9% |
| YTD | +9.2% | -43.3% | +52.5% | +9.2% |
| 1Y | +14.3% | -51.5% | +65.8% | +14.3% |
| 3Y | +8.4% | +411.4% | -402.9% | +7.4% |
| 5Y | +50.0% | +74.4% | -24.4% | +48.7% |
| 10Y | +142.2% | -99.6% | +241.8% | +151.2% |
| All | +142.2% | -99.6% | +241.8% | +151.2% |
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