+1,157.1%
CAT vs RJF
+428.4%
+728.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | +2.9% | -0.3% | +3.2% | +3.0% |
| 30D | -2.6% | -2.0% | -0.6% | -1.6% |
| 3M | -10.7% | +16.3% | -27.0% | -19.0% |
| 6M | +16.1% | +16.9% | -0.8% | +4.8% |
| YTD | +43.2% | +10.4% | +32.8% | +33.0% |
| 1Y | +96.8% | +7.4% | +89.4% | +85.2% |
| 3Y | +201.4% | +72.2% | +129.1% | +111.5% |
| 5Y | +332.7% | +105.1% | +227.6% | +166.2% |
| 10Y | +1,157.1% | +430.9% | +726.2% | +333.6% |
| All | +1,157.1% | +428.4% | +728.7% | +333.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded RJF 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling