+24.9%
CLX vs RCAT
-99.6%
+124.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +11.4% | -5.8% | +5.6% |
| 7D | +17.4% | +1.1% | +16.3% | +17.4% |
| 30D | +27.8% | -22.0% | +49.8% | +27.7% |
| 3M | +3.0% | -51.1% | +54.1% | +3.0% |
| 6M | +17.5% | -56.6% | +74.1% | +17.5% |
| YTD | +10.0% | -43.3% | +53.2% | +10.0% |
| 1Y | +3.3% | -51.5% | +54.8% | +3.3% |
| 3Y | -10.1% | +411.4% | -421.5% | -10.0% |
| 5Y | -23.7% | +74.4% | -98.2% | -23.7% |
| 10Y | +24.9% | -99.6% | +124.4% | +27.2% |
| All | +24.9% | -99.6% | +124.4% | +27.2% |
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