+166.0%
CAT vs RBA
+48.1%
+117.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.4% | +4.8% | +6.7% |
| 7D | -2.4% | +2.5% | -4.9% | -2.9% |
| 30D | -25.0% | +11.6% | -36.6% | -26.9% |
| 3M | -28.7% | +1.5% | -30.2% | -28.9% |
| 6M | -33.0% | -6.6% | -26.4% | -32.2% |
| YTD | +5.4% | -6.3% | +11.7% | +5.8% |
| 1Y | +7.3% | -4.0% | +11.2% | +6.8% |
| 3Y | +166.0% | +47.3% | +118.8% | +142.2% |
| All | +166.0% | +48.1% | +117.9% | +142.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling