+299.5%
CME vs RCAT
-99.6%
+399.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.4% | -11.8% | -0.5% |
| 7D | -0.6% | +1.1% | -1.7% | -0.6% |
| 30D | +8.5% | -22.0% | +30.6% | +8.6% |
| 3M | +16.0% | -51.1% | +67.2% | +16.4% |
| 6M | +9.3% | -56.6% | +66.0% | +9.7% |
| YTD | +15.3% | -43.3% | +58.6% | +15.3% |
| 1Y | +14.4% | -51.5% | +65.9% | +14.5% |
| 3Y | +59.9% | +411.4% | -351.4% | +56.0% |
| 5Y | +69.4% | +74.4% | -5.0% | +65.8% |
| 10Y | +299.5% | -99.6% | +399.1% | +276.3% |
| All | +299.5% | -99.6% | +399.1% | +276.3% |
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