+167.0%
CMI vs RCAT
+184.3%
-17.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -0.8% |
| 7D | +0.7% | -2.3% | +3.0% | +0.8% |
| 30D | -12.3% | -18.7% | +6.4% | -11.3% |
| 3M | -16.8% | -29.3% | +12.5% | -15.5% |
| 6M | +1.5% | -42.3% | +43.8% | +3.3% |
| YTD | +9.8% | +2.5% | +7.3% | +7.8% |
| 1Y | +42.6% | -5.7% | +48.3% | +39.2% |
| 3Y | +151.0% | +764.9% | -613.9% | +114.9% |
| 5Y | +167.0% | +182.3% | -15.3% | +133.2% |
| All | +167.0% | +184.3% | -17.2% | +133.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling