+725.3%
CAT vs RL
+356.1%
+369.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.4% |
| 7D | -10.3% | -4.2% | -6.1% | -9.0% |
| 30D | -31.2% | +4.3% | -35.5% | -32.4% |
| 3M | -34.7% | -4.6% | -30.1% | -33.9% |
| 6M | -39.5% | +1.7% | -41.2% | -40.7% |
| YTD | -1.7% | +7.3% | -9.0% | -5.8% |
| 1Y | -1.1% | +20.8% | -21.9% | -9.5% |
| 3Y | +143.9% | +247.0% | -103.1% | +46.4% |
| 5Y | +194.8% | +225.5% | -30.7% | +75.2% |
| All | +725.3% | +356.1% | +369.2% | +323.3% |
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