+18,551.4%
CAT vs RJF
+47,157.9%
-28,606.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -6.3% | +4.0% | -10.3% | -7.7% |
| 30D | -26.8% | +6.1% | -32.9% | -28.6% |
| 3M | -30.0% | -5.8% | -24.2% | -28.7% |
| 6M | -34.6% | +9.7% | -44.3% | -37.4% |
| YTD | +2.9% | +6.2% | -3.3% | -0.4% |
| 1Y | +3.3% | +5.3% | -2.0% | +0.2% |
| 3Y | +153.7% | +74.4% | +79.2% | +103.4% |
| 5Y | +207.3% | +81.6% | +125.7% | +140.8% |
| 10Y | +674.0% | +333.6% | +340.5% | +340.1% |
| All | +18,551.4% | +47,157.9% | -28,606.5% | +2,788.0% |
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