+19,212.2%
CAT vs RGEN
+1,565.2%
+17,647.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +0.8% |
| 7D | +9.3% | -1.2% | +10.5% | +9.4% |
| 30D | -21.5% | -5.1% | -16.4% | -21.3% |
| 3M | -29.1% | +0.5% | -29.6% | -29.2% |
| 6M | -33.4% | +46.6% | -79.9% | -34.7% |
| YTD | +6.6% | +1.6% | +4.9% | +6.1% |
| 1Y | +6.5% | +5.4% | +1.1% | +5.9% |
| 3Y | +162.7% | +12.8% | +149.8% | +158.6% |
| 5Y | +214.2% | -35.6% | +249.8% | +213.0% |
| 10Y | +705.2% | +415.7% | +289.5% | +632.9% |
| All | +19,212.2% | +1,565.2% | +17,647.0% | +14,122.0% |
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