-57.8%
RCAT vs CLBK
+65.7%
-123.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +0.9% | -11.2% | -10.7% |
| 7D | -18.5% | +4.6% | -23.1% | -20.3% |
| 30D | -37.0% | -1.5% | -35.5% | -36.5% |
| 3M | -54.9% | +4.4% | -59.2% | -55.5% |
| 6M | -63.6% | +31.7% | -95.3% | -69.0% |
| YTD | -49.6% | +58.7% | -108.3% | -64.2% |
| 1Y | -57.8% | +64.9% | -122.7% | -73.9% |
| All | -57.8% | +65.7% | -123.6% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling