+641.0%
CLS vs RCAT
-100.0%
+741.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +0.8% |
| 7D | +4.6% | -1.4% | +6.0% | +4.6% |
| 30D | -13.9% | -3.3% | -10.5% | -13.9% |
| 3M | -26.6% | -43.2% | +16.6% | -26.4% |
| 6M | +15.4% | -43.2% | +58.6% | +15.7% |
| YTD | +5.7% | +5.5% | +0.1% | +5.5% |
| 1Y | +41.1% | -1.6% | +42.8% | +40.9% |
| 3Y | +1,228.6% | +773.7% | +454.9% | +1,208.3% |
| 5Y | +3,240.6% | +187.6% | +3,053.0% | +3,195.0% |
| 10Y | +2,760.3% | -98.5% | +2,858.8% | +2,521.8% |
| All | +641.0% | -100.0% | +741.0% | +318.4% |
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