-51.4%
CLF vs RCAT
+46.9%
-98.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +18.6% | -17.0% | -0.3% |
| 7D | -19.6% | -12.7% | -6.8% | -18.5% |
| 30D | -5.0% | -34.3% | +29.3% | -1.0% |
| 3M | -6.3% | -53.4% | +47.1% | +0.7% |
| 6M | +2.8% | -62.0% | +64.7% | +11.6% |
| YTD | -13.7% | -49.1% | +35.3% | -10.6% |
| 1Y | +13.6% | -53.1% | +66.7% | +17.9% |
| 3Y | -34.0% | +318.7% | -352.6% | -47.3% |
| All | -51.4% | +46.9% | -98.3% | -59.3% |
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