-12.9%
CLX vs RCAT
+270.1%
-283.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -14.9% | +15.4% | +0.5% |
| 7D | +12.4% | -32.6% | +45.0% | +12.3% |
| 30D | +21.1% | -46.3% | +67.4% | +20.9% |
| 3M | -3.3% | -60.7% | +57.4% | -3.5% |
| 6M | +18.8% | -67.4% | +86.2% | +18.4% |
| YTD | +3.9% | -57.1% | +61.0% | +3.3% |
| 1Y | -3.8% | -63.8% | +60.0% | -4.4% |
| All | -12.9% | +270.1% | -283.0% | -11.1% |
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