+6.5%
CAT vs RGEN
+9.1%
-2.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.1% |
| 7D | +9.3% | -1.2% | +10.5% | +9.6% |
| 30D | -21.5% | -5.1% | -16.4% | -20.9% |
| 3M | -29.1% | +0.5% | -29.6% | -29.4% |
| 6M | -33.4% | +46.6% | -79.9% | -38.8% |
| YTD | +6.6% | +1.6% | +4.9% | +11.5% |
| 1Y | +6.5% | +5.4% | +1.1% | +9.8% |
| All | +6.5% | +9.1% | -2.6% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling