+28.7%
CLX vs RCAT
-99.7%
+128.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.2% |
| 7D | +7.8% | +7.2% | +0.5% | +7.8% |
| 30D | +28.5% | -20.4% | +48.9% | +28.5% |
| 3M | +1.3% | -59.8% | +61.1% | +1.3% |
| 6M | +23.4% | -61.9% | +85.2% | +23.3% |
| YTD | +11.4% | -45.9% | +57.3% | +11.3% |
| 1Y | +6.9% | -50.5% | +57.4% | +6.9% |
| 3Y | -9.8% | +387.5% | -397.3% | -9.7% |
| 5Y | -22.7% | +70.9% | -93.6% | -22.6% |
| 10Y | +28.7% | -99.7% | +128.5% | +31.7% |
| All | +28.7% | -99.7% | +128.5% | +31.7% |
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 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