-57.8%
RCAT vs CASY
+32.1%
-90.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +1.4% | -11.7% | -10.3% |
| 7D | -18.5% | +0.8% | -19.3% | -18.5% |
| 30D | -37.0% | +9.4% | -46.4% | -37.1% |
| 3M | -54.9% | -20.6% | -34.3% | -54.7% |
| 6M | -63.6% | -20.7% | -42.9% | -61.8% |
| YTD | -49.6% | +22.5% | -72.1% | -62.0% |
| 1Y | -57.8% | +29.5% | -87.3% | -67.0% |
| All | -57.8% | +32.1% | -90.0% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 1y: compounded portfolio wealth divided by compounded CASY 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…
1y analysis · Full analysis span regression · 6 months rolling