+4,483.9%
CAT vs RCAT
-100.0%
+4,583.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.9% |
| 7D | +1.7% | +7.2% | -5.5% | +1.7% |
| 30D | -24.6% | -20.4% | -4.2% | -24.5% |
| 3M | -28.5% | -59.8% | +31.3% | -28.4% |
| 6M | -34.8% | -61.9% | +27.1% | -34.7% |
| YTD | +5.9% | -45.9% | +51.8% | +6.0% |
| 1Y | +6.8% | -50.5% | +57.4% | +6.9% |
| 3Y | +161.1% | +387.5% | -226.4% | +160.7% |
| 5Y | +213.4% | +70.9% | +142.5% | +213.0% |
| 10Y | +700.3% | -99.7% | +800.1% | +695.2% |
| All | +4,483.9% | -100.0% | +4,583.9% | +3,993.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling