-53.1%
RCAT vs CLBK
+62.9%
-116.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.2% | +9.2% | +10.3% |
| 7D | +1.1% | +1.8% | -0.7% | +0.4% |
| 30D | -22.0% | +5.1% | -27.1% | -24.0% |
| 3M | -51.1% | +5.2% | -56.3% | -52.4% |
| 6M | -56.6% | +28.6% | -85.2% | -62.2% |
| YTD | -43.3% | +61.4% | -104.7% | -56.3% |
| 1Y | -51.5% | +64.7% | -116.2% | -63.1% |
| 3Y | +411.4% | +55.1% | +356.2% | +288.9% |
| 5Y | +74.4% | +28.4% | +46.1% | +34.6% |
| All | -53.1% | +62.9% | -116.0% | -73.5% |
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