+74.6%
CLF vs RCAT
-99.8%
+174.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -3.2% |
| 7D | +10.4% | -5.9% | +16.3% | +10.5% |
| 30D | +0.6% | -19.7% | +20.2% | +0.9% |
| 3M | +4.1% | -62.9% | +67.0% | +5.5% |
| 6M | +15.1% | -59.6% | +74.7% | +16.4% |
| YTD | -4.7% | -52.1% | +47.3% | -4.1% |
| 1Y | +20.4% | -50.9% | +71.3% | +21.0% |
| 3Y | -23.4% | +333.8% | -357.2% | -25.3% |
| 5Y | -43.3% | +40.7% | -84.0% | -44.4% |
| All | +74.6% | -99.8% | +174.4% | +90.5% |
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