+10,879.7%
CMI vs RCAT
-100.0%
+10,979.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.7% | +0.1% |
| 7D | +1.9% | +5.4% | -3.5% | +1.9% |
| 30D | -12.5% | -5.6% | -6.9% | -12.5% |
| 3M | -16.2% | -30.2% | +14.0% | -16.2% |
| 6M | +4.9% | -43.4% | +48.2% | +4.9% |
| YTD | +11.1% | +9.6% | +1.5% | +11.1% |
| 1Y | +43.4% | -2.0% | +45.3% | +43.2% |
| 3Y | +154.1% | +825.0% | -670.9% | +152.6% |
| 5Y | +169.5% | +199.8% | -30.3% | +168.1% |
| 10Y | +503.8% | -98.4% | +602.2% | +488.9% |
| All | +10,879.7% | -100.0% | +10,979.7% | +8,710.9% |
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