+502.7%
CLS vs RCAT
-100.0%
+602.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -8.3% | +12.8% | +4.6% |
| 7D | +23.5% | +15.6% | +8.0% | +23.4% |
| 30D | -28.9% | -24.1% | -4.8% | -28.8% |
| 3M | -25.2% | -61.9% | +36.7% | -24.8% |
| 6M | -32.1% | -64.3% | +32.2% | -31.7% |
| YTD | -14.1% | -50.4% | +36.3% | -13.8% |
| 1Y | -24.1% | -54.0% | +30.0% | -23.8% |
| 3Y | +897.0% | +347.2% | +549.8% | +885.7% |
| 5Y | +2,089.9% | +45.7% | +2,044.2% | +2,069.7% |
| 10Y | +2,022.2% | -99.7% | +2,122.0% | +1,865.6% |
| All | +502.7% | -100.0% | +602.7% | +241.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling