+201.5%
CAT vs RCAT
+762.9%
-561.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +1.8% |
| 7D | +1.7% | -1.4% | +3.1% | +1.8% |
| 30D | -6.6% | -3.3% | -3.2% | -6.5% |
| 3M | -13.3% | -43.2% | +29.9% | -11.0% |
| 6M | +11.6% | -43.2% | +54.8% | +13.5% |
| YTD | +42.9% | +5.5% | +37.4% | +40.2% |
| 1Y | +95.4% | -1.6% | +97.1% | +90.9% |
| All | +201.5% | +762.9% | -561.4% | +195.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling