+332.6%
CAT vs RDW
-9.1%
+341.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.0% |
| 3M | -8.6% | -37.9% | +29.2% | -5.1% |
| 6M | +16.1% | +12.3% | +3.9% | +11.4% |
| YTD | +43.8% | +39.7% | +4.0% | +32.8% |
| 1Y | +91.5% | +25.7% | +65.8% | +76.4% |
| 3Y | +202.7% | +230.8% | -28.1% | +135.0% |
| All | +332.6% | -9.1% | +341.7% | +232.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling