+1,110.7%
CAT vs RL
+314.9%
+795.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.0% |
| 7D | +1.7% | -0.8% | +2.5% | +2.0% |
| 30D | -6.6% | -7.8% | +1.2% | -4.0% |
| 3M | -13.3% | -4.0% | -9.3% | -12.5% |
| 6M | +11.6% | -1.9% | +13.5% | +11.2% |
| YTD | +42.9% | -0.2% | +43.1% | +41.1% |
| 1Y | +95.4% | +10.7% | +84.8% | +85.2% |
| 3Y | +196.6% | +210.8% | -14.2% | +86.0% |
| 5Y | +321.7% | +238.2% | +83.4% | +146.2% |
| All | +1,110.7% | +314.9% | +795.8% | +536.1% |
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