+1,134.9%
CAT vs RBA
+187.5%
+947.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +1.7% | -2.9% | +4.6% | +2.6% |
| 30D | -6.6% | -12.3% | +5.7% | -3.2% |
| 3M | -13.3% | -20.5% | +7.2% | -8.2% |
| 6M | +11.6% | -18.5% | +30.2% | +17.2% |
| YTD | +42.9% | -18.2% | +61.2% | +49.3% |
| 1Y | +95.4% | -27.5% | +122.9% | +111.0% |
| 3Y | +196.6% | +38.1% | +158.5% | +162.6% |
| 5Y | +321.7% | +44.8% | +276.9% | +258.2% |
| All | +1,134.9% | +187.5% | +947.4% | +669.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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