+43.4%
CL vs RCAT
+41.8%
+1.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.2% | +1.8% |
| 7D | +3.2% | -5.9% | +9.2% | +3.2% |
| 30D | +8.0% | -19.7% | +27.7% | +7.9% |
| 3M | +7.9% | -62.9% | +70.7% | +7.2% |
| 6M | +14.7% | -59.6% | +74.3% | +14.2% |
| YTD | +29.2% | -52.1% | +81.2% | +28.6% |
| 1Y | +29.5% | -50.9% | +80.4% | +28.9% |
| 3Y | +40.7% | +333.8% | -293.1% | +34.8% |
| All | +43.4% | +41.8% | +1.6% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling