+84.9%
CL vs RCAT
-99.6%
+184.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +0.2% |
| 7D | +2.6% | -5.6% | +8.2% | +2.6% |
| 30D | +11.8% | -27.0% | +38.8% | +11.8% |
| 3M | +5.9% | -57.9% | +63.8% | +6.1% |
| 6M | +13.3% | -59.4% | +72.7% | +13.5% |
| YTD | +27.1% | -46.9% | +74.0% | +27.1% |
| 1Y | +28.0% | -54.0% | +82.0% | +28.0% |
| 3Y | +39.4% | +378.4% | -339.0% | +37.8% |
| 5Y | +40.8% | +61.9% | -21.2% | +39.4% |
| 10Y | +84.9% | -99.6% | +184.5% | +76.6% |
| All | +84.9% | -99.6% | +184.5% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling