+700.3%
CAT vs RGEN
+450.6%
+249.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.0% |
| 7D | +1.7% | -3.1% | +4.9% | +2.3% |
| 30D | -24.6% | +0.1% | -24.6% | -24.6% |
| 3M | -28.5% | +4.8% | -33.3% | -29.3% |
| 6M | -34.8% | +48.9% | -83.7% | -39.6% |
| YTD | +5.9% | +5.3% | +0.6% | +3.5% |
| 1Y | +6.8% | +12.5% | -5.7% | +3.3% |
| 3Y | +161.1% | +17.0% | +144.1% | +144.5% |
| 5Y | +213.4% | -35.4% | +248.8% | +207.6% |
| 10Y | +700.3% | +434.6% | +265.7% | +385.8% |
| All | +700.3% | +450.6% | +249.7% | +385.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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