+15.0%
CI vs RCAT
-51.9%
+66.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.5% |
| 7D | -1.3% | +7.2% | -8.5% | -1.2% |
| 30D | +6.4% | -20.4% | +26.8% | +6.6% |
| 3M | +10.7% | -59.8% | +70.4% | +11.3% |
| 6M | +5.5% | -61.9% | +67.3% | +5.8% |
| YTD | +11.4% | -45.9% | +57.3% | +10.0% |
| 1Y | +15.0% | -50.5% | +65.5% | +13.6% |
| All | +15.0% | -51.9% | +66.9% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling