+700.3%
CAT vs RL
+347.1%
+353.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.4% |
| 7D | +1.7% | -4.4% | +6.1% | +3.4% |
| 30D | -24.6% | +5.6% | -30.1% | -26.2% |
| 3M | -28.5% | -0.6% | -27.9% | -28.7% |
| 6M | -34.8% | +15.5% | -50.3% | -39.0% |
| YTD | +5.9% | +12.3% | -6.4% | -0.1% |
| 1Y | +6.8% | +19.3% | -12.5% | -1.6% |
| 3Y | +161.1% | +255.5% | -94.5% | +56.0% |
| 5Y | +213.4% | +247.1% | -33.6% | +82.5% |
| 10Y | +700.3% | +346.0% | +354.3% | +299.5% |
| All | +700.3% | +347.1% | +353.2% | +299.5% |
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