+14,393.6%
CAT vs RCL
+5,591.8%
+8,801.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.1% | -3.2% | -5.5% |
| 7D | -14.5% | +3.9% | -18.4% | -15.5% |
| 30D | -35.7% | +11.8% | -47.5% | -37.8% |
| 3M | -36.3% | -0.8% | -35.4% | -36.5% |
| 6M | -38.5% | +23.6% | -62.2% | -42.6% |
| YTD | -2.5% | +17.6% | -20.2% | -8.7% |
| 1Y | -1.9% | +28.3% | -30.2% | -10.5% |
| 3Y | +139.2% | +261.4% | -122.3% | +60.7% |
| 5Y | +192.1% | +245.3% | -53.2% | +85.9% |
| 10Y | +732.3% | +381.8% | +350.5% | +311.4% |
| All | +14,393.6% | +5,591.8% | +8,801.8% | +3,295.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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