+592.4%
CLF vs RCAT
-100.0%
+692.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +18.6% | -17.0% | +1.6% |
| 7D | -19.6% | -12.7% | -6.8% | -19.5% |
| 30D | -5.0% | -34.3% | +29.3% | -4.8% |
| 3M | -6.3% | -53.4% | +47.1% | -6.0% |
| 6M | +2.8% | -62.0% | +64.7% | +3.2% |
| YTD | -13.7% | -49.1% | +35.3% | -13.6% |
| 1Y | +13.6% | -53.1% | +66.7% | +13.8% |
| 3Y | -34.0% | +318.7% | -352.6% | -34.6% |
| 5Y | -48.7% | +48.5% | -97.3% | -49.1% |
| 10Y | +113.4% | -99.6% | +213.1% | +104.2% |
| All | +592.4% | -100.0% | +692.4% | +507.6% |
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