-25.4%
CLF vs RCAT
+390.2%
-415.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +11.4% | -4.4% | +5.7% |
| 7D | -14.1% | +1.1% | -15.2% | -14.3% |
| 30D | -5.5% | -22.0% | +16.5% | -3.3% |
| 3M | 0.0% | -51.1% | +51.1% | +6.9% |
| 6M | +11.3% | -56.6% | +67.9% | +19.1% |
| YTD | -7.7% | -43.3% | +35.6% | -5.3% |
| 1Y | +17.5% | -51.5% | +69.1% | +21.6% |
| 3Y | -25.4% | +411.4% | -436.8% | -32.6% |
| All | -25.4% | +390.2% | -415.6% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling