-35.8%
CMI vs RCAT
-59.7%
+23.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.3% |
| 7D | +0.5% | -5.9% | +6.4% | +1.2% |
| 30D | -14.0% | -19.7% | +5.6% | -12.1% |
| 3M | -28.1% | -62.9% | +34.7% | -20.6% |
| 6M | -35.8% | -59.6% | +23.7% | -31.7% |
| All | -35.8% | -59.7% | +23.9% | -31.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling