+6,781.2%
CME vs RCAT
-100.0%
+6,881.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.3% |
| 7D | -1.6% | -1.4% | -0.2% | -1.6% |
| 30D | +6.2% | -3.3% | +9.6% | +6.2% |
| 3M | +10.4% | -43.2% | +53.6% | +10.4% |
| 6M | -9.5% | -43.2% | +33.6% | -9.5% |
| YTD | +6.0% | +5.5% | +0.5% | +6.0% |
| 1Y | +9.3% | -1.6% | +10.9% | +9.2% |
| 3Y | +57.7% | +773.7% | -716.0% | +57.4% |
| 5Y | +77.7% | +187.6% | -109.9% | +77.4% |
| 10Y | +281.2% | -98.5% | +379.7% | +288.0% |
| All | +6,781.2% | -100.0% | +6,881.2% | +7,906.4% |
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 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