+19,008.0%
CAT vs RJF
+47,070.7%
-28,062.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.1% | +4.1% | +6.1% |
| 7D | -2.4% | +3.4% | -5.8% | -3.7% |
| 30D | -25.0% | +5.9% | -31.0% | -26.8% |
| 3M | -28.7% | -4.6% | -24.1% | -27.7% |
| 6M | -33.0% | +9.5% | -42.5% | -35.8% |
| YTD | +5.4% | +6.0% | -0.5% | +2.1% |
| 1Y | +7.3% | +4.3% | +2.9% | +4.4% |
| 3Y | +166.0% | +76.6% | +89.5% | +112.4% |
| 5Y | +210.1% | +80.6% | +129.5% | +143.5% |
| 10Y | +712.5% | +346.5% | +366.0% | +357.6% |
| All | +19,008.0% | +47,070.7% | -28,062.7% | +2,860.8% |
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