+282.1%
CME vs RCAT
-98.4%
+380.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -1.1% |
| 7D | -2.9% | +5.4% | -8.3% | -2.9% |
| 30D | +5.5% | -5.6% | +11.1% | +5.5% |
| 3M | +11.0% | -30.2% | +41.2% | +11.1% |
| 6M | -9.7% | -43.4% | +33.7% | -9.6% |
| YTD | +4.9% | +9.6% | -4.8% | +4.5% |
| 1Y | +10.1% | -2.0% | +12.1% | +9.7% |
| 3Y | +53.5% | +825.0% | -771.5% | +49.4% |
| 5Y | +77.2% | +199.8% | -122.7% | +72.8% |
| 10Y | +282.1% | -98.4% | +380.5% | +265.8% |
| All | +282.1% | -98.4% | +380.5% | +265.8% |
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