+123.7%
CLF vs RCAT
-98.5%
+222.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +1.8% |
| 7D | +7.6% | -1.4% | +9.0% | +7.6% |
| 30D | -1.2% | -3.3% | +2.2% | -1.2% |
| 3M | -13.4% | -43.2% | +29.8% | -12.8% |
| 6M | +15.4% | -43.2% | +58.6% | +16.0% |
| YTD | -5.9% | +5.5% | -11.4% | -6.3% |
| 1Y | +18.8% | -1.6% | +20.5% | +18.3% |
| 3Y | -19.4% | +773.7% | -793.1% | -22.3% |
| 5Y | -47.7% | +187.6% | -235.3% | -49.4% |
| All | +123.7% | -98.5% | +222.2% | +133.8% |
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