+357.1%
CAT vs RDW
0.0%
+357.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | -0.4% |
| 7D | +2.9% | +3.6% | -0.6% | +2.5% |
| 30D | -2.6% | -18.4% | +15.8% | -0.6% |
| 3M | -10.7% | -32.1% | +21.4% | -8.0% |
| 6M | +16.1% | +10.9% | +5.3% | +11.6% |
| YTD | +43.2% | +40.8% | +2.4% | +32.2% |
| 1Y | +96.8% | +31.1% | +65.7% | +80.6% |
| 3Y | +201.4% | +245.2% | -43.8% | +132.9% |
| 5Y | +332.7% | -16.7% | +349.4% | +241.5% |
| All | +357.1% | 0.0% | +357.1% | +247.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling