+49.3%
CL vs RCAT
-98.5%
+147.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.5% |
| 7D | -2.2% | -1.4% | -0.8% | -2.2% |
| 30D | -4.8% | -3.3% | -1.5% | -4.8% |
| 3M | +4.9% | -43.2% | +48.1% | +5.0% |
| 6M | -5.7% | -43.2% | +37.5% | -5.7% |
| YTD | +14.4% | +5.5% | +8.8% | +14.2% |
| 1Y | +8.7% | -1.6% | +10.4% | +8.6% |
| 3Y | +30.0% | +773.7% | -743.7% | +28.4% |
| 5Y | +28.4% | +187.6% | -159.3% | +26.9% |
| All | +49.3% | -98.5% | +147.8% | +39.9% |
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