+399.5%
CAT vs RKT
-4.5%
+404.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +1.7% | -3.8% | +5.5% | +2.1% |
| 30D | -24.6% | +32.8% | -57.4% | -26.5% |
| 3M | -28.5% | +0.8% | -29.3% | -28.8% |
| 6M | -34.8% | -2.6% | -32.2% | -35.1% |
| YTD | +5.9% | -25.4% | +31.3% | +7.2% |
| 1Y | +6.8% | -19.1% | +25.9% | +7.4% |
| 3Y | +161.1% | +83.2% | +77.9% | +143.2% |
| 5Y | +213.4% | +0.8% | +212.6% | +189.6% |
| All | +399.5% | -4.5% | +404.1% | +365.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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