+1,914.6%
CLS vs RCAT
-99.8%
+2,014.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.4% | -2.0% | -5.3% |
| 7D | +16.3% | -5.9% | +22.2% | +16.4% |
| 30D | -25.7% | -19.7% | -6.0% | -25.5% |
| 3M | -30.9% | -62.9% | +32.0% | -30.1% |
| 6M | -35.5% | -59.6% | +24.1% | -34.9% |
| YTD | -18.7% | -52.1% | +33.4% | -18.2% |
| 1Y | -17.9% | -50.9% | +33.0% | -17.4% |
| 3Y | +838.1% | +333.8% | +504.3% | +827.5% |
| 5Y | +1,971.9% | +40.7% | +1,931.2% | +1,953.0% |
| All | +1,914.6% | -99.8% | +2,014.4% | +1,885.2% |
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