+83.5%
CLF vs RCAT
-99.6%
+183.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.4% | +11.3% | +5.0% |
| 7D | -9.1% | -5.6% | -3.4% | -9.0% |
| 30D | -0.9% | -27.0% | +26.1% | -0.5% |
| 3M | +3.0% | -57.9% | +60.9% | +4.1% |
| 6M | +16.7% | -59.4% | +76.1% | +17.9% |
| YTD | -3.2% | -46.9% | +43.7% | -2.7% |
| 1Y | +24.6% | -54.0% | +78.7% | +25.4% |
| 3Y | -22.3% | +378.4% | -400.7% | -24.4% |
| 5Y | -41.2% | +61.9% | -103.1% | -42.5% |
| 10Y | +83.5% | -99.6% | +183.1% | +73.0% |
| All | +83.5% | -99.6% | +183.1% | +73.0% |
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