+4,096.3%
CAT vs RBA
+4,003.4%
+92.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.3% |
| 7D | -10.3% | +4.3% | -14.6% | -11.5% |
| 30D | -31.2% | +16.3% | -47.5% | -34.5% |
| 3M | -34.7% | +1.3% | -36.0% | -35.4% |
| 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% | -2.4% |
| 3Y | +143.9% | +44.6% | +99.3% | +110.9% |
| 5Y | +194.8% | +36.8% | +158.0% | +152.3% |
| 10Y | +739.8% | +227.3% | +512.5% | +419.6% |
| All | +4,096.3% | +4,003.4% | +92.9% | +1,452.0% |
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