+19.2%
RCAT vs CAI
-8.1%
+27.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.3% |
| 7D | +5.4% | +0.2% | +5.2% | +5.3% |
| 30D | -5.6% | +9.1% | -14.7% | -9.7% |
| 3M | -30.2% | +53.8% | -84.0% | -44.2% |
| 6M | -43.4% | +33.5% | -76.9% | -52.9% |
| YTD | +9.6% | -8.0% | +17.7% | +7.8% |
| 1Y | -2.0% | -28.7% | +26.7% | +8.4% |
| All | +19.2% | -8.1% | +27.3% | +15.6% |
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