+20.2%
CLF vs RCAT
-59.1%
+79.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -10.3% | +1.1% | -7.5% |
| 7D | -7.9% | -18.5% | +10.6% | -4.9% |
| 30D | +5.2% | -37.0% | +42.2% | +12.7% |
| 3M | +4.3% | -54.9% | +59.2% | +16.8% |
| 6M | +25.3% | -63.6% | +88.9% | +42.8% |
| YTD | -3.3% | -49.6% | +46.2% | -1.0% |
| 1Y | +20.2% | -57.8% | +78.0% | +29.4% |
| All | +20.2% | -59.1% | +79.4% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling