+295.5%
CAT vs RGTI
+59.7%
+235.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | +0.8% |
| 7D | +5.6% | +5.5% | +0.1% | +5.2% |
| 30D | -2.3% | -11.9% | +9.5% | -1.7% |
| 3M | -10.0% | -27.4% | +17.4% | -8.7% |
| 6M | +21.2% | -7.1% | +28.3% | +20.5% |
| YTD | +44.4% | -28.6% | +73.1% | +45.1% |
| 1Y | +96.3% | +4.4% | +91.9% | +92.1% |
| 3Y | +203.9% | +698.5% | -494.6% | +144.3% |
| 5Y | +333.5% | +64.2% | +269.3% | +243.8% |
| All | +295.5% | +59.7% | +235.8% | +212.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling