-100.0%
RCAT vs CASY
+5,701.1%
-5,801.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -0.3% | +18.9% | +18.7% |
| 7D | -12.7% | +1.1% | -13.8% | -13.0% |
| 30D | -34.3% | +8.7% | -43.0% | -35.3% |
| 3M | -53.4% | -17.3% | -36.1% | -52.2% |
| 6M | -62.0% | -19.7% | -42.2% | -61.1% |
| YTD | -49.1% | +24.8% | -73.9% | -51.8% |
| 1Y | -53.1% | +31.9% | -85.0% | -56.1% |
| 3Y | +318.7% | +155.4% | +163.3% | +254.6% |
| 5Y | +48.5% | +250.6% | -202.0% | +19.8% |
| 10Y | -99.6% | +556.8% | -656.5% | -99.7% |
| All | -100.0% | +5,701.1% | -5,801.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling