+333.8%
RCAT vs CNI
+21.4%
+312.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -3.0% | -3.2% |
| 7D | -5.9% | +2.5% | -8.5% | -7.1% |
| 30D | -19.7% | +6.1% | -25.8% | -22.3% |
| 3M | -62.9% | +0.1% | -63.0% | -62.9% |
| 6M | -59.6% | +14.9% | -74.5% | -63.3% |
| YTD | -52.1% | +30.9% | -83.0% | -61.6% |
| 1Y | -50.9% | +33.9% | -84.8% | -61.5% |
| 3Y | +333.8% | +20.2% | +313.6% | +237.0% |
| All | +333.8% | +21.4% | +312.4% | +237.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling