+41.1%
CLS vs RCAT
-2.3%
+43.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.2% |
| 7D | +4.6% | -1.4% | +6.0% | +4.9% |
| 30D | -13.9% | -3.3% | -10.5% | -13.8% |
| 3M | -26.6% | -43.2% | +16.6% | -20.6% |
| 6M | +15.4% | -43.2% | +58.6% | +22.2% |
| YTD | +5.7% | +5.5% | +0.1% | +0.5% |
| 1Y | +41.1% | -1.6% | +42.8% | +36.9% |
| All | +41.1% | -2.3% | +43.5% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling