+725.3%
CAT vs RCAT
-99.8%
+825.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +18.6% | -17.7% | +0.8% |
| 7D | -10.3% | -12.7% | +2.4% | -10.2% |
| 30D | -31.2% | -34.3% | +3.1% | -31.1% |
| 3M | -34.7% | -53.4% | +18.7% | -34.5% |
| 6M | -39.5% | -62.0% | +22.5% | -39.3% |
| YTD | -1.7% | -49.1% | +47.4% | -1.5% |
| 1Y | -1.1% | -53.1% | +52.0% | -0.9% |
| 3Y | +143.9% | +318.7% | -174.8% | +143.4% |
| 5Y | +194.8% | +48.5% | +146.3% | +194.3% |
| All | +725.3% | -99.8% | +825.1% | +741.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling