+1,167.8%
CAT vs RJF
+431.7%
+736.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.6% |
| 7D | +5.6% | +1.8% | +3.8% | +4.4% |
| 30D | -2.3% | 0.0% | -2.3% | -2.5% |
| 3M | -10.0% | +18.0% | -28.0% | -19.1% |
| 6M | +21.2% | +17.0% | +4.3% | +9.3% |
| YTD | +44.4% | +11.1% | +33.3% | +33.7% |
| 1Y | +96.3% | +8.0% | +88.3% | +84.2% |
| 3Y | +203.9% | +73.3% | +130.6% | +112.5% |
| 5Y | +333.5% | +107.4% | +226.1% | +165.0% |
| All | +1,167.8% | +431.7% | +736.1% | +335.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling