+7,418.1%
CME vs RCAT
-100.0%
+7,518.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +18.6% | -19.1% | -0.4% |
| 7D | +0.9% | -12.7% | +13.7% | +0.9% |
| 30D | +13.2% | -34.3% | +47.5% | +13.2% |
| 3M | +16.3% | -53.4% | +69.7% | +16.3% |
| 6M | +7.1% | -62.0% | +69.1% | +7.2% |
| YTD | +15.8% | -49.1% | +64.9% | +15.8% |
| 1Y | +17.1% | -53.1% | +70.2% | +17.1% |
| 3Y | +63.2% | +318.7% | -255.5% | +62.9% |
| 5Y | +70.2% | +48.5% | +21.7% | +70.0% |
| 10Y | +337.0% | -99.6% | +436.6% | +344.2% |
| All | +7,418.1% | -100.0% | +7,518.1% | +8,648.9% |
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