+207.3%
CAT vs RBA
+48.5%
+158.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -6.3% | +3.2% | -9.5% | -7.0% |
| 30D | -26.8% | +12.0% | -38.8% | -28.8% |
| 3M | -30.0% | +2.9% | -32.9% | -30.7% |
| 6M | -34.6% | -6.3% | -28.3% | -34.0% |
| YTD | +2.9% | -5.9% | +8.8% | +3.1% |
| 1Y | +3.3% | -3.9% | +7.2% | +2.9% |
| 3Y | +153.7% | +64.9% | +88.8% | +120.9% |
| 5Y | +207.3% | +48.5% | +158.8% | +179.3% |
| All | +207.3% | +48.5% | +158.8% | +179.3% |
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