+153.7%
CAT vs RCAT
+373.0%
-219.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.4% | +4.1% | -2.0% |
| 7D | -6.3% | -5.6% | -0.7% | -6.1% |
| 30D | -26.8% | -27.0% | +0.2% | -25.5% |
| 3M | -30.0% | -57.9% | +27.9% | -26.6% |
| 6M | -34.6% | -59.4% | +24.8% | -31.8% |
| YTD | +2.9% | -46.9% | +49.8% | +5.0% |
| 1Y | +3.3% | -54.0% | +57.3% | +5.7% |
| 3Y | +153.7% | +378.4% | -224.7% | +164.9% |
| All | +153.7% | +373.0% | -219.3% | +164.9% |
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