+187.5%
RCAT vs CNI
+11.3%
+176.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.3% |
| 7D | -5.4% | -1.1% | -4.3% | -4.8% |
| 30D | -24.2% | -3.5% | -20.7% | -22.7% |
| 3M | -25.8% | +2.2% | -28.0% | -27.4% |
| 6M | -44.9% | +15.1% | -60.0% | -50.1% |
| YTD | +1.9% | +24.7% | -22.8% | -12.8% |
| 1Y | -5.2% | +33.4% | -38.5% | -21.9% |
| 3Y | +759.6% | +19.5% | +740.1% | +630.5% |
| 5Y | +187.5% | +12.6% | +175.0% | +128.5% |
| All | +187.5% | +11.3% | +176.3% | +128.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling