+2,944.0%
CLS vs RCAT
-98.4%
+3,042.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.9% | +1.8% | +5.6% |
| 7D | +12.8% | +5.4% | +7.4% | +12.7% |
| 30D | +3.8% | -5.6% | +9.4% | +3.9% |
| 3M | -14.6% | -30.2% | +15.6% | -14.3% |
| 6M | +32.2% | -43.4% | +75.6% | +32.8% |
| YTD | +11.6% | +9.6% | +2.0% | +11.3% |
| 1Y | +35.1% | -2.0% | +37.0% | +34.7% |
| 3Y | +1,312.5% | +825.0% | +487.5% | +1,285.0% |
| 5Y | +3,542.1% | +199.8% | +3,342.2% | +3,476.8% |
| 10Y | +2,944.0% | -98.4% | +3,042.4% | +2,941.9% |
| All | +2,944.0% | -98.4% | +3,042.4% | +2,941.9% |
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 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