-1.1%
CAT vs RCAT
-56.7%
+55.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +18.6% | -17.7% | -1.5% |
| 7D | -10.3% | -12.7% | +2.4% | -9.0% |
| 30D | -31.2% | -34.3% | +3.1% | -27.9% |
| 3M | -34.7% | -53.4% | +18.7% | -29.1% |
| 6M | -39.5% | -62.0% | +22.5% | -34.0% |
| YTD | -1.7% | -49.1% | +47.4% | -2.1% |
| 1Y | -1.1% | -53.1% | +52.0% | -1.4% |
| All | -1.1% | -56.7% | +55.6% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling