+30.3%
CLX vs RCAT
-99.8%
+130.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.3% | +9.5% | +1.2% |
| 7D | +8.5% | +15.6% | -7.0% | +8.5% |
| 30D | +30.0% | -24.1% | +54.1% | +30.0% |
| 3M | +3.8% | -61.9% | +65.7% | +3.7% |
| 6M | +24.6% | -64.3% | +88.9% | +24.6% |
| YTD | +12.8% | -50.4% | +63.1% | +12.7% |
| 1Y | +8.6% | -54.0% | +62.6% | +8.6% |
| 3Y | -8.6% | +347.2% | -355.8% | -8.5% |
| 5Y | -21.8% | +45.7% | -67.5% | -21.7% |
| All | +30.3% | -99.8% | +130.1% | +33.3% |
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