+39.9%
CL vs RCAT
+46.9%
-7.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +18.6% | -20.8% | -2.0% |
| 7D | +1.3% | -12.7% | +14.1% | +1.3% |
| 30D | +11.4% | -34.3% | +45.7% | +11.1% |
| 3M | +4.4% | -53.4% | +57.8% | +4.0% |
| 6M | +10.8% | -62.0% | +72.7% | +10.3% |
| YTD | +25.1% | -49.1% | +74.2% | +24.6% |
| 1Y | +28.0% | -53.1% | +81.1% | +27.4% |
| 3Y | +37.6% | +318.7% | -281.0% | +32.2% |
| All | +39.9% | +46.9% | -7.0% | +34.7% |
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