+25,808.1%
CAT vs RJF
+49,848.3%
-24,040.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.3% |
| 7D | +1.7% | -0.6% | +2.3% | +1.9% |
| 30D | -6.6% | -1.3% | -5.3% | -6.2% |
| 3M | -13.3% | +18.9% | -32.2% | -19.2% |
| 6M | +11.6% | +15.0% | -3.4% | +5.3% |
| YTD | +42.9% | +12.2% | +30.7% | +35.8% |
| 1Y | +95.4% | +5.6% | +89.8% | +89.6% |
| 3Y | +196.6% | +74.9% | +121.7% | +138.0% |
| 5Y | +321.7% | +106.6% | +215.0% | +215.9% |
| 10Y | +1,140.8% | +433.1% | +707.7% | +558.9% |
| All | +25,808.1% | +49,848.3% | -24,040.2% | +3,839.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling