-12.8%
RCAT vs CLBK
+67.9%
-80.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.4% | +1.2% | -2.6% | -2.0% |
| 30D | -3.3% | +9.1% | -12.5% | -7.6% |
| 3M | -43.2% | +27.7% | -70.9% | -50.3% |
| 6M | -43.2% | +40.8% | -84.0% | -52.9% |
| YTD | +5.5% | +66.4% | -60.8% | -20.0% |
| 1Y | -1.6% | +72.4% | -74.0% | -27.1% |
| 3Y | +773.7% | +50.7% | +723.0% | +572.8% |
| 5Y | +187.6% | +42.9% | +144.7% | +106.7% |
| All | -12.8% | +67.9% | -80.7% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling