-41.2%
RCAT vs CAI
-9.3%
-31.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +7.2% | -26.3% | +33.5% | +21.9% |
| 30D | -20.4% | -17.5% | -2.9% | -13.5% |
| 3M | -59.8% | +5.8% | -65.6% | -61.4% |
| 6M | -61.9% | +53.6% | -115.5% | -69.5% |
| YTD | -45.9% | -9.2% | -36.7% | -47.1% |
| 1Y | -50.5% | -2.7% | -47.9% | -53.3% |
| All | -41.2% | -9.3% | -31.9% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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