+91.5%
CAT vs RDW
+29.5%
+62.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +1.9% |
| 7D | +0.6% | +0.9% | -0.3% | +0.4% |
| 30D | -4.3% | -21.3% | +16.9% | -1.8% |
| 3M | -8.6% | -37.9% | +29.2% | -5.3% |
| 6M | +16.1% | +12.3% | +3.9% | +10.8% |
| YTD | +43.8% | +39.7% | +4.0% | +31.1% |
| 1Y | +91.5% | +25.7% | +65.8% | +75.6% |
| All | +91.5% | +29.5% | +62.0% | +75.6% |
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