+677.7%
CAT vs RL
+353.4%
+324.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -6.3% | +1.3% | -7.6% | -6.8% |
| 30D | -26.8% | +7.6% | -34.4% | -28.9% |
| 3M | -30.0% | -1.5% | -28.5% | -30.0% |
| 6M | -34.6% | +12.1% | -46.7% | -38.1% |
| YTD | +2.9% | +13.9% | -11.0% | -3.4% |
| 1Y | +3.3% | +20.7% | -17.4% | -5.3% |
| 3Y | +153.7% | +260.6% | -106.9% | +50.8% |
| 5Y | +207.3% | +248.9% | -41.6% | +78.7% |
| All | +677.7% | +353.4% | +324.2% | +286.3% |
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