+52.0%
CI vs RCAT
+68.2%
-16.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | -1.3% | +7.2% | -8.5% | -1.3% |
| 30D | +6.4% | -20.4% | +26.8% | +6.5% |
| 3M | +10.7% | -59.8% | +70.4% | +11.0% |
| 6M | +5.5% | -61.9% | +67.3% | +5.7% |
| YTD | +11.4% | -45.9% | +57.3% | +11.4% |
| 1Y | +15.0% | -50.5% | +65.5% | +15.1% |
| 3Y | +9.0% | +387.5% | -378.5% | +5.0% |
| 5Y | +52.0% | +70.9% | -19.0% | +45.2% |
| All | +52.0% | +68.2% | -16.3% | +45.2% |
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 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