+332.6%
CMI vs RCAT
-99.8%
+432.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.7% |
| 7D | +0.5% | -5.9% | +6.4% | +0.5% |
| 30D | -14.0% | -19.7% | +5.6% | -13.9% |
| 3M | -28.1% | -62.9% | +34.7% | -27.8% |
| 6M | -35.8% | -59.6% | +23.7% | -35.6% |
| YTD | -10.5% | -52.1% | +41.6% | -10.3% |
| 1Y | -1.9% | -50.9% | +49.0% | -1.6% |
| 3Y | +121.0% | +333.8% | -212.8% | +119.5% |
| 5Y | +114.6% | +40.7% | +73.8% | +113.3% |
| All | +332.6% | -99.8% | +432.4% | +339.9% |
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 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