+1,628.1%
CLS vs RCAT
-99.8%
+1,727.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +18.6% | -18.1% | +0.3% |
| 7D | -22.2% | -12.7% | -9.4% | -22.0% |
| 30D | -44.4% | -34.3% | -10.1% | -44.1% |
| 3M | -34.3% | -53.4% | +19.1% | -33.7% |
| 6M | -50.1% | -62.0% | +11.9% | -49.6% |
| YTD | -30.1% | -49.1% | +19.0% | -29.7% |
| 1Y | -39.3% | -53.1% | +13.8% | -39.0% |
| 3Y | +732.7% | +318.7% | +414.1% | +723.4% |
| 5Y | +1,777.2% | +48.5% | +1,728.7% | +1,759.5% |
| All | +1,628.1% | -99.8% | +1,727.9% | +1,597.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling