+95.4%
CAT vs RGTI
-0.2%
+95.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.7% | -2.5% | +4.2% | +2.1% |
| 30D | -6.6% | -9.4% | +2.9% | -5.5% |
| 3M | -13.3% | -37.1% | +23.8% | -9.2% |
| 6M | +11.6% | -14.4% | +26.0% | +10.7% |
| YTD | +42.9% | -31.4% | +74.3% | +43.7% |
| 1Y | +95.4% | +0.5% | +94.9% | +100.0% |
| All | +95.4% | -0.2% | +95.6% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 1y: compounded portfolio wealth divided by compounded RGTI 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…
1y analysis · Full analysis span regression · 6 months rolling