-56.1%
RCAT vs CLBK
+62.6%
-118.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.3% | -6.4% |
| 7D | -5.6% | +2.4% | -8.0% | -6.5% |
| 30D | -27.0% | +4.9% | -31.9% | -28.8% |
| 3M | -57.9% | +5.3% | -63.2% | -59.0% |
| 6M | -59.4% | +28.3% | -87.7% | -64.6% |
| YTD | -46.9% | +61.1% | -108.0% | -59.1% |
| 1Y | -54.0% | +62.4% | -116.4% | -64.7% |
| 3Y | +378.4% | +54.7% | +323.8% | +264.4% |
| 5Y | +61.9% | +27.4% | +34.5% | +25.7% |
| All | -56.1% | +62.6% | -118.7% | -75.2% |
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