+574.2%
CAT vs RKT
-7.0%
+581.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.8% |
| 7D | +1.7% | +2.1% | -0.4% | +1.5% |
| 30D | -6.6% | +1.4% | -8.0% | -6.8% |
| 3M | -13.3% | +6.3% | -19.6% | -14.0% |
| 6M | +11.6% | -15.5% | +27.1% | +12.5% |
| YTD | +42.9% | -27.4% | +70.3% | +45.4% |
| 1Y | +95.4% | -26.6% | +122.0% | +98.1% |
| 3Y | +196.6% | +41.2% | +155.4% | +180.6% |
| 5Y | +321.7% | -6.4% | +328.1% | +291.1% |
| All | +574.2% | -7.0% | +581.3% | +531.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling