+4,058.9%
CAT vs RBA
+4,058.7%
+0.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.0% | -6.3% |
| 7D | -14.5% | +7.3% | -21.8% | -16.3% |
| 30D | -35.7% | +16.9% | -52.7% | -38.9% |
| 3M | -36.3% | -0.5% | -35.8% | -36.7% |
| 6M | -38.5% | -10.4% | -28.1% | -37.3% |
| YTD | -2.5% | -7.2% | +4.7% | -2.2% |
| 1Y | -1.9% | -2.2% | +0.4% | -3.2% |
| 3Y | +139.2% | +43.7% | +95.5% | +107.2% |
| 5Y | +192.1% | +38.7% | +153.5% | +149.0% |
| 10Y | +732.3% | +231.7% | +500.6% | +413.0% |
| All | +4,058.9% | +4,058.7% | +0.1% | +1,432.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling