+13,605.4%
CAT vs RIG
-46.4%
+13,651.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.4% |
| 7D | -10.3% | -24.5% | +14.2% | -5.4% |
| 30D | -31.2% | -2.8% | -28.4% | -31.0% |
| 3M | -34.7% | +1.6% | -36.2% | -35.4% |
| 6M | -39.5% | -15.9% | -23.6% | -38.2% |
| YTD | -1.7% | +26.9% | -28.5% | -8.3% |
| 1Y | -1.1% | +34.4% | -35.5% | -9.1% |
| 3Y | +143.9% | -21.2% | +165.1% | +137.3% |
| 5Y | +194.8% | +46.4% | +148.4% | +136.1% |
| 10Y | +739.8% | -45.8% | +785.6% | +503.2% |
| All | +13,605.4% | -46.4% | +13,651.9% | +11,898.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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