-9.4%
RCAT vs CLBK
+66.9%
-76.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.2% |
| 7D | +5.4% | +1.1% | +4.3% | +4.8% |
| 30D | -5.6% | +7.8% | -13.4% | -9.2% |
| 3M | -30.2% | +23.9% | -54.1% | -37.9% |
| 6M | -43.4% | +42.3% | -85.7% | -53.4% |
| YTD | +9.6% | +65.4% | -55.7% | -16.7% |
| 1Y | -2.0% | +70.3% | -72.3% | -26.9% |
| 3Y | +825.0% | +54.5% | +770.5% | +603.2% |
| 5Y | +199.8% | +43.1% | +156.7% | +114.9% |
| All | -9.4% | +66.9% | -76.3% | -49.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling