+47.7%
CI vs RCAT
+46.9%
+0.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +18.6% | -21.3% | -2.6% |
| 7D | -1.6% | -12.7% | +11.2% | -1.5% |
| 30D | +5.4% | -34.3% | +39.7% | +5.6% |
| 3M | +7.3% | -53.4% | +60.7% | +7.5% |
| 6M | +5.3% | -62.0% | +67.3% | +5.6% |
| YTD | +8.5% | -49.1% | +57.5% | +8.5% |
| 1Y | +17.1% | -53.1% | +70.2% | +17.1% |
| 3Y | +1.4% | +318.7% | -317.2% | -2.1% |
| All | +47.7% | +46.9% | +0.8% | +41.4% |
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