-41.5%
CLF vs RCAT
+68.2%
-109.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.0% |
| 7D | +2.3% | +7.2% | -4.9% | +1.4% |
| 30D | +1.9% | -20.4% | +22.3% | +4.1% |
| 3M | +5.9% | -59.8% | +65.6% | +15.6% |
| 6M | +16.9% | -61.9% | +78.8% | +26.8% |
| YTD | -1.1% | -45.9% | +44.8% | +1.7% |
| 1Y | +28.8% | -50.5% | +79.3% | +32.9% |
| 3Y | -20.6% | +387.5% | -408.1% | -37.8% |
| 5Y | -41.5% | +70.9% | -112.4% | -51.0% |
| All | -41.5% | +68.2% | -109.8% | -51.0% |
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