+300.3%
CME vs RCAT
-99.8%
+400.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.3% | +8.2% | -0.1% |
| 7D | +2.7% | +15.6% | -12.9% | +2.6% |
| 30D | +13.5% | -24.1% | +37.6% | +13.6% |
| 3M | +20.9% | -61.9% | +82.8% | +21.5% |
| 6M | +11.5% | -64.3% | +75.8% | +12.0% |
| YTD | +19.5% | -50.4% | +69.8% | +19.5% |
| 1Y | +17.2% | -54.0% | +71.3% | +17.3% |
| 3Y | +65.1% | +347.2% | -282.0% | +61.2% |
| 5Y | +73.1% | +45.7% | +27.4% | +69.5% |
| All | +300.3% | -99.8% | +400.1% | +273.4% |
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 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