-57.8%
RCAT vs CNI
+37.5%
-95.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +2.1% | -12.4% | -10.2% |
| 7D | -18.5% | +3.7% | -22.3% | -18.4% |
| 30D | -37.0% | +8.1% | -45.0% | -36.8% |
| 3M | -54.9% | +1.9% | -56.7% | -54.9% |
| 6M | -63.6% | +19.2% | -82.8% | -64.0% |
| YTD | -49.6% | +32.7% | -82.3% | -53.6% |
| 1Y | -57.8% | +37.0% | -94.8% | -62.5% |
| All | -57.8% | +37.5% | -95.4% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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