+712.5%
CAT vs RCAT
-99.6%
+812.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +11.4% | -4.2% | +7.1% |
| 7D | -2.4% | +1.1% | -3.5% | -2.4% |
| 30D | -25.0% | -22.0% | -3.0% | -24.9% |
| 3M | -28.7% | -51.1% | +22.4% | -28.5% |
| 6M | -33.0% | -56.6% | +23.6% | -32.8% |
| YTD | +5.4% | -43.3% | +48.7% | +5.6% |
| 1Y | +7.3% | -51.5% | +58.8% | +7.4% |
| 3Y | +166.0% | +411.4% | -245.3% | +165.3% |
| 5Y | +210.1% | +74.4% | +135.7% | +209.4% |
| 10Y | +712.5% | -99.6% | +812.1% | +719.6% |
| All | +712.5% | -99.6% | +812.1% | +719.6% |
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