-26.9%
CLX vs RCAT
+46.9%
-73.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +18.6% | -18.4% | +0.3% |
| 7D | +13.6% | -12.7% | +26.3% | +13.5% |
| 30D | +23.4% | -34.3% | +57.7% | +23.2% |
| 3M | -2.8% | -53.4% | +50.6% | -3.0% |
| 6M | +14.0% | -62.0% | +75.9% | +13.7% |
| YTD | +4.2% | -49.1% | +53.2% | +3.8% |
| 1Y | -1.2% | -53.1% | +52.0% | -1.6% |
| 3Y | -12.7% | +318.7% | -331.3% | -11.9% |
| All | -26.9% | +46.9% | -73.8% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling