+3.3%
CAT vs RL
+22.6%
-19.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -6.3% | +1.3% | -7.6% | -6.7% |
| 30D | -26.8% | +7.6% | -34.4% | -28.4% |
| 3M | -30.0% | -1.5% | -28.5% | -29.7% |
| 6M | -34.6% | +12.1% | -46.7% | -37.0% |
| YTD | +2.9% | +13.9% | -11.0% | -3.7% |
| 1Y | +3.3% | +20.7% | -17.4% | -5.0% |
| All | +3.3% | +22.6% | -19.3% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling