+25,808.1%
CAT vs RGEN
+1,576.0%
+24,232.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.8% |
| 7D | +1.7% | -4.9% | +6.6% | +1.9% |
| 30D | -6.6% | +5.7% | -12.2% | -6.8% |
| 3M | -13.3% | +32.4% | -45.7% | -14.6% |
| 6M | +11.6% | +33.2% | -21.6% | +9.8% |
| YTD | +42.9% | +2.3% | +40.7% | +42.4% |
| 1Y | +95.4% | +39.0% | +56.4% | +91.8% |
| 3Y | +196.6% | -4.6% | +201.2% | +193.7% |
| 5Y | +321.7% | -42.7% | +364.3% | +322.0% |
| 10Y | +1,140.8% | +433.6% | +707.2% | +1,028.7% |
| All | +25,808.1% | +1,576.0% | +24,232.1% | +18,989.7% |
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