-59.6%
RCAT vs CNI
+15.4%
-74.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -3.0% | -3.5% |
| 7D | -5.9% | +2.5% | -8.5% | -5.4% |
| 30D | -19.7% | +6.1% | -25.8% | -18.0% |
| 3M | -62.9% | +0.1% | -63.0% | -63.5% |
| 6M | -59.6% | +14.9% | -74.5% | -60.1% |
| All | -59.6% | +15.4% | -74.9% | -60.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling