+65.2%
CME vs RCAT
+347.2%
-282.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.3% | +8.2% | -0.2% |
| 7D | +2.7% | +15.6% | -12.9% | +2.9% |
| 30D | +13.5% | -24.1% | +37.6% | +13.2% |
| 3M | +20.9% | -61.9% | +82.8% | +19.7% |
| 6M | +11.5% | -64.3% | +75.8% | +10.6% |
| YTD | +19.5% | -50.4% | +69.8% | +18.8% |
| 1Y | +17.2% | -54.0% | +71.3% | +16.6% |
| All | +65.2% | +347.2% | -282.0% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling