-23.4%
CLF vs RCAT
+331.8%
-355.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -2.8% |
| 7D | +10.4% | -5.9% | +16.3% | +11.0% |
| 30D | +0.6% | -19.7% | +20.2% | +2.7% |
| 3M | +4.1% | -62.9% | +67.0% | +14.6% |
| 6M | +15.1% | -59.6% | +74.7% | +24.5% |
| YTD | -4.7% | -52.1% | +47.3% | -0.6% |
| 1Y | +20.4% | -50.9% | +71.3% | +24.8% |
| 3Y | -23.4% | +333.8% | -357.2% | -29.6% |
| All | -23.4% | +331.8% | -355.2% | -29.6% |
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