+183.3%
CAT vs RCAT
+46.9%
+136.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +18.6% | -17.7% | -0.2% |
| 7D | -10.3% | -12.7% | +2.4% | -9.7% |
| 30D | -31.2% | -34.3% | +3.1% | -29.6% |
| 3M | -34.7% | -53.4% | +18.7% | -32.0% |
| 6M | -39.5% | -62.0% | +22.5% | -36.8% |
| YTD | -1.7% | -49.1% | +47.4% | +0.3% |
| 1Y | -1.1% | -53.1% | +52.0% | +1.0% |
| 3Y | +143.9% | +318.7% | -174.8% | +126.0% |
| All | +183.3% | +46.9% | +136.4% | +174.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling