+8.9%
CAT vs RDW
+9.7%
-0.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.9% | -0.3% | -4.6% |
| 7D | -17.1% | -14.3% | -2.8% | -15.6% |
| 30D | -30.1% | -26.0% | -4.1% | -27.6% |
| 3M | -32.4% | -27.4% | -5.0% | -30.2% |
| 6M | -32.1% | -10.6% | -21.5% | -32.8% |
| YTD | +4.1% | +1.6% | +2.5% | -2.8% |
| 1Y | +8.9% | +11.1% | -2.2% | +0.5% |
| All | +8.9% | +9.7% | -0.8% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling