+213.9%
CAT vs RGEN
-35.5%
+249.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | +7.4% | -3.3% | +10.7% | +8.0% |
| 30D | -19.7% | -5.8% | -13.8% | -19.0% |
| 3M | -29.6% | +0.2% | -29.8% | -29.9% |
| 6M | -33.2% | +56.8% | -90.0% | -38.3% |
| YTD | +5.7% | +2.4% | +3.3% | +3.9% |
| 1Y | +9.3% | +11.4% | -2.1% | +6.1% |
| 3Y | +158.3% | +15.2% | +143.2% | +144.5% |
| All | +213.9% | -35.5% | +249.4% | +170.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling