+84.1%
CL vs RCAT
-99.7%
+183.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.1% |
| 7D | -0.8% | +7.2% | -8.0% | -0.8% |
| 30D | +9.5% | -20.4% | +29.9% | +9.6% |
| 3M | +6.8% | -59.8% | +66.5% | +6.9% |
| 6M | +14.3% | -61.9% | +76.1% | +14.4% |
| YTD | +27.0% | -45.9% | +72.9% | +27.0% |
| 1Y | +26.3% | -50.5% | +76.8% | +26.3% |
| 3Y | +39.3% | +387.5% | -348.2% | +37.7% |
| 5Y | +41.5% | +70.9% | -29.4% | +40.1% |
| 10Y | +84.1% | -99.7% | +183.8% | +75.0% |
| All | +84.1% | -99.7% | +183.8% | +75.0% |
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