+411.4%
RCAT vs CASY
+155.2%
+256.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.7% | +10.7% | +11.2% |
| 7D | +1.1% | +3.6% | -2.5% | -0.1% |
| 30D | -22.0% | +7.2% | -29.2% | -24.0% |
| 3M | -51.1% | -16.9% | -34.2% | -48.4% |
| 6M | -56.6% | -19.3% | -37.3% | -53.9% |
| YTD | -43.3% | +25.6% | -68.9% | -54.3% |
| 1Y | -51.5% | +30.2% | -81.7% | -62.0% |
| 3Y | +411.4% | +154.9% | +256.5% | +177.6% |
| All | +411.4% | +155.2% | +256.2% | +177.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling