-47.8%
CLF vs RCAT
+183.7%
-231.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.0% |
| 7D | +7.6% | -1.4% | +9.0% | +7.7% |
| 30D | -1.2% | -3.3% | +2.2% | -1.1% |
| 3M | -13.4% | -43.2% | +29.8% | -9.1% |
| 6M | +15.4% | -43.2% | +58.6% | +19.4% |
| YTD | -5.9% | +5.5% | -11.4% | -9.2% |
| 1Y | +18.8% | -1.6% | +20.5% | +14.3% |
| 3Y | -19.4% | +773.7% | -793.1% | -40.2% |
| All | -47.8% | +183.7% | -231.5% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling