-34.0%
CLX vs RCAT
+183.7%
-217.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.3% |
| 7D | -9.2% | -1.4% | -7.8% | -9.2% |
| 30D | -11.0% | -3.3% | -7.7% | -11.0% |
| 3M | +5.0% | -43.2% | +48.3% | +4.9% |
| 6M | -18.8% | -43.2% | +24.4% | -18.9% |
| YTD | -4.4% | +5.5% | -10.0% | -4.6% |
| 1Y | -21.9% | -1.6% | -20.2% | -22.1% |
| 3Y | -32.8% | +773.7% | -806.5% | -32.3% |
| All | -34.0% | +183.7% | -217.7% | -33.6% |
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