+1,041.1%
CI vs RCAT
-100.0%
+1,141.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -14.9% | +13.6% | -1.3% |
| 7D | +1.0% | -32.6% | +33.6% | +1.0% |
| 30D | +9.9% | -46.3% | +56.2% | +9.8% |
| 3M | +12.1% | -60.7% | +72.8% | +12.0% |
| 6M | +10.6% | -67.4% | +78.0% | +10.5% |
| YTD | +11.4% | -57.1% | +68.5% | +11.4% |
| 1Y | +18.8% | -63.8% | +82.6% | +18.7% |
| 3Y | +2.9% | +268.1% | -265.2% | +3.1% |
| 5Y | +54.5% | +25.2% | +29.3% | +54.9% |
| 10Y | +175.7% | -99.7% | +275.4% | +186.7% |
| All | +1,041.1% | -100.0% | +1,141.1% | +1,379.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling