+183.3%
CAT vs RBA
+37.7%
+145.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.2% |
| 7D | -10.3% | +4.3% | -14.6% | -11.2% |
| 30D | -31.2% | +16.3% | -47.5% | -33.8% |
| 3M | -34.7% | +1.3% | -36.0% | -35.1% |
| 6M | -39.5% | -11.1% | -28.4% | -38.2% |
| YTD | -1.7% | -8.5% | +6.8% | -0.9% |
| 1Y | -1.1% | -2.1% | +1.0% | -2.1% |
| 3Y | +143.9% | +44.6% | +99.3% | +118.0% |
| All | +183.3% | +37.7% | +145.6% | +158.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling