-38.3%
RCAT vs CAI
-5.3%
-33.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.3% | +10.0% | +10.8% |
| 7D | +1.1% | -20.3% | +21.5% | +11.1% |
| 30D | -22.0% | -13.9% | -8.1% | -16.8% |
| 3M | -51.1% | +12.4% | -63.6% | -54.4% |
| 6M | -56.6% | +58.3% | -114.9% | -65.8% |
| YTD | -43.3% | -5.2% | -38.0% | -45.5% |
| 1Y | -51.5% | -0.2% | -51.4% | -54.7% |
| All | -38.3% | -5.3% | -33.0% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling