-100.0%
RCAT vs CNI
+2,425.8%
-2,525.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -1.4% | -2.1% | +0.7% | -1.0% |
| 30D | -3.3% | -3.3% | -0.1% | -2.7% |
| 3M | -43.2% | +3.8% | -47.0% | -43.8% |
| 6M | -43.2% | +12.7% | -55.8% | -44.8% |
| YTD | +5.5% | +26.3% | -20.7% | +0.1% |
| 1Y | -1.6% | +29.9% | -31.5% | -7.1% |
| 3Y | +773.7% | +15.9% | +757.8% | +742.4% |
| 5Y | +187.6% | +6.9% | +180.7% | +180.4% |
| 10Y | -98.5% | +126.8% | -225.2% | -98.6% |
| All | -100.0% | +2,425.8% | -2,525.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling