-7.8%
CLX vs RCAT
+331.8%
-339.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +1.2% |
| 7D | +9.5% | -5.9% | +15.4% | +9.5% |
| 30D | +30.7% | -19.7% | +50.4% | +30.6% |
| 3M | +4.2% | -62.9% | +67.1% | +4.0% |
| 6M | +22.1% | -59.6% | +81.7% | +21.8% |
| YTD | +14.1% | -52.1% | +66.2% | +13.5% |
| 1Y | +10.3% | -50.9% | +61.2% | +9.7% |
| 3Y | -7.8% | +333.8% | -341.6% | -7.0% |
| All | -7.8% | +331.8% | -339.6% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling