+891.5%
CLS vs RCAT
+347.2%
+544.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -8.3% | +12.8% | +5.7% |
| 7D | +23.5% | +15.6% | +8.0% | +20.6% |
| 30D | -28.9% | -24.1% | -4.8% | -26.2% |
| 3M | -25.2% | -61.9% | +36.7% | -15.5% |
| 6M | -32.1% | -64.3% | +32.2% | -23.8% |
| YTD | -14.1% | -50.4% | +36.3% | -8.7% |
| 1Y | -24.1% | -54.0% | +30.0% | -18.9% |
| All | +891.5% | +347.2% | +544.4% | +768.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling