+688.6%
CAT vs RBA
+207.2%
+481.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.1% |
| 7D | +7.4% | +1.7% | +5.7% | +7.0% |
| 30D | -19.7% | +8.3% | -28.0% | -21.6% |
| 3M | -29.6% | +10.5% | -40.1% | -31.9% |
| 6M | -33.2% | -5.9% | -27.3% | -32.9% |
| YTD | +5.7% | -6.9% | +12.5% | +6.0% |
| 1Y | +9.3% | -4.9% | +14.2% | +9.0% |
| 3Y | +158.3% | +64.5% | +93.9% | +118.4% |
| 5Y | +211.6% | +46.1% | +165.5% | +166.1% |
| All | +688.6% | +207.2% | +481.5% | +389.2% |
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