+5.8%
CLF vs RCAT
-69.1%
+74.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -14.9% | +2.6% | -9.0% |
| 7D | -21.0% | -32.6% | +11.6% | -14.5% |
| 30D | -8.0% | -46.3% | +38.3% | +3.0% |
| 3M | -10.9% | -60.7% | +49.8% | +4.3% |
| 6M | +5.8% | -67.4% | +73.2% | +28.5% |
| All | +5.8% | -69.1% | +74.9% | +28.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling