+54.8%
RCAT vs CASY
+250.1%
-195.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -0.3% | +18.9% | +18.7% |
| 7D | -12.7% | +1.1% | -13.8% | -13.2% |
| 30D | -34.3% | +8.7% | -43.0% | -36.6% |
| 3M | -53.4% | -17.3% | -36.1% | -50.5% |
| 6M | -62.0% | -19.7% | -42.2% | -59.8% |
| YTD | -49.1% | +24.8% | -73.9% | -58.0% |
| 1Y | -53.1% | +31.9% | -85.0% | -62.6% |
| 3Y | +318.7% | +155.4% | +163.3% | +139.9% |
| All | +54.8% | +250.1% | -195.3% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling