-2.0%
RCAT vs CLBK
+70.4%
-72.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -8.6% |
| 3M | -30.2% | +23.9% | -54.1% | -37.4% |
| 6M | -43.4% | +42.3% | -85.7% | -53.7% |
| YTD | +9.6% | +65.4% | -55.7% | -19.4% |
| 1Y | -2.0% | +70.3% | -72.3% | -28.1% |
| All | -2.0% | +70.4% | -72.4% | -28.1% |
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