+17,723.7%
CAT vs RGEN
+1,634.9%
+16,088.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +0.8% |
| 7D | -10.3% | -1.9% | -8.3% | -10.2% |
| 30D | -31.2% | +3.7% | -34.9% | -31.3% |
| 3M | -34.7% | +8.8% | -43.5% | -35.0% |
| 6M | -39.5% | +38.0% | -77.4% | -40.6% |
| YTD | -1.7% | +5.9% | -7.5% | -2.3% |
| 1Y | -1.1% | +19.7% | -20.8% | -2.3% |
| 3Y | +143.9% | +20.5% | +123.3% | +139.3% |
| 5Y | +194.8% | -35.0% | +229.8% | +193.4% |
| 10Y | +739.8% | +540.9% | +198.9% | +658.4% |
| All | +17,723.7% | +1,634.9% | +16,088.8% | +13,000.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling