+507.5%
CL vs RCAT
-100.0%
+607.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.9% | +14.8% | -0.1% |
| 7D | +5.9% | -32.6% | +38.5% | +5.9% |
| 30D | +13.8% | -46.3% | +60.1% | +13.8% |
| 3M | +6.4% | -60.7% | +67.1% | +6.4% |
| 6M | +15.6% | -67.4% | +83.0% | +15.6% |
| YTD | +27.9% | -57.1% | +85.0% | +27.9% |
| 1Y | +31.4% | -63.8% | +95.2% | +31.4% |
| 3Y | +41.4% | +268.1% | -226.7% | +41.2% |
| 5Y | +42.8% | +25.2% | +17.6% | +42.6% |
| 10Y | +79.7% | -99.7% | +179.4% | +79.8% |
| All | +507.5% | -100.0% | +607.5% | +532.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling