+11.6%
CAT vs RBA
-16.5%
+28.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | +1.7% | -2.9% | +4.6% | +2.1% |
| 30D | -6.6% | -12.3% | +5.7% | -4.3% |
| 3M | -13.3% | -20.5% | +7.2% | -10.6% |
| 6M | +11.6% | -18.5% | +30.2% | +13.4% |
| All | +11.6% | -16.5% | +28.1% | +13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling