+326.0%
CAT vs RGEN
-42.4%
+368.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.9% |
| 7D | +1.7% | -4.9% | +6.6% | +2.4% |
| 30D | -6.6% | +5.7% | -12.2% | -7.4% |
| 3M | -13.3% | +32.4% | -45.7% | -17.4% |
| 6M | +11.6% | +33.2% | -21.6% | +5.7% |
| YTD | +42.9% | +2.3% | +40.7% | +41.0% |
| 1Y | +95.4% | +39.0% | +56.4% | +83.5% |
| 3Y | +196.6% | -4.6% | +201.2% | +187.9% |
| All | +326.0% | -42.4% | +368.4% | +285.5% |
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