+70.5%
CAT vs RDDT
+109.5%
-39.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | +7.4% | +3.5% | +3.9% | +7.2% |
| 30D | -19.7% | -33.7% | +14.1% | -18.1% |
| 3M | -29.6% | -37.7% | +8.1% | -28.1% |
| 6M | -33.2% | -36.1% | +2.9% | -32.3% |
| YTD | +5.7% | -57.2% | +62.8% | +9.2% |
| 1Y | +9.3% | -48.0% | +57.4% | +11.5% |
| All | +70.5% | +109.5% | -39.0% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 10y: compounded portfolio wealth divided by compounded RDDT 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…
10y analysis · Full analysis span regression · 6 months rolling