+712.5%
CAT vs RL
+397.7%
+314.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.8% | +1.4% | +5.1% |
| 7D | -2.4% | +0.2% | -2.7% | -2.5% |
| 30D | -25.0% | +7.3% | -32.3% | -27.1% |
| 3M | -28.7% | +1.0% | -29.8% | -29.3% |
| 6M | -33.0% | +11.8% | -44.8% | -36.5% |
| YTD | +5.4% | +13.6% | -8.2% | -1.0% |
| 1Y | +7.3% | +24.0% | -16.8% | -2.6% |
| 3Y | +166.0% | +256.6% | -90.5% | +58.7% |
| 5Y | +210.1% | +240.2% | -30.1% | +81.9% |
| 10Y | +712.5% | +373.0% | +339.6% | +305.5% |
| All | +712.5% | +397.7% | +314.9% | +305.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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