+581.0%
CLF vs RCAT
-100.0%
+681.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -14.9% | +2.6% | -12.2% |
| 7D | -21.0% | -32.6% | +11.6% | -20.8% |
| 30D | -8.0% | -46.3% | +38.3% | -7.7% |
| 3M | -10.9% | -60.7% | +49.8% | -10.6% |
| 6M | +5.8% | -67.4% | +73.2% | +6.3% |
| YTD | -15.1% | -57.1% | +41.9% | -14.9% |
| 1Y | +7.2% | -63.8% | +71.0% | +7.6% |
| 3Y | -34.2% | +268.1% | -302.3% | -34.7% |
| 5Y | -49.6% | +25.2% | -74.8% | -49.9% |
| 10Y | +109.9% | -99.7% | +209.6% | +100.9% |
| All | +581.0% | -100.0% | +681.0% | +498.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling