-99.8%
RCAT vs CASY
+555.0%
-654.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.7% |
| 7D | -5.9% | +3.6% | -9.5% | -7.0% |
| 30D | -19.7% | +9.1% | -28.7% | -22.3% |
| 3M | -62.9% | -16.5% | -46.3% | -60.8% |
| 6M | -59.6% | -19.7% | -39.9% | -57.4% |
| YTD | -52.1% | +29.3% | -81.3% | -59.0% |
| 1Y | -50.9% | +33.1% | -84.0% | -58.6% |
| 3Y | +333.8% | +158.5% | +175.3% | +180.9% |
| 5Y | +40.7% | +266.7% | -226.0% | -21.9% |
| All | -99.8% | +555.0% | -654.8% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling