+189.3%
CAT vs RGTI
-2.8%
+192.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.9% | +6.0% | -0.4% |
| 7D | +7.4% | -18.1% | +25.6% | +8.7% |
| 30D | -19.7% | -17.6% | -2.0% | -18.9% |
| 3M | -29.6% | -48.3% | +18.7% | -27.0% |
| 6M | -33.2% | -47.8% | +14.6% | -31.3% |
| YTD | +5.7% | -56.6% | +62.2% | +9.1% |
| 1Y | +9.3% | -61.8% | +71.2% | +13.4% |
| 3Y | +158.3% | +807.5% | -649.2% | +107.9% |
| 5Y | +211.6% | -8.8% | +220.4% | +154.2% |
| All | +189.3% | -2.8% | +192.1% | +135.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling