+143.9%
CAT vs RL
+240.1%
-96.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.3% |
| 7D | -10.3% | -4.2% | -6.1% | -9.1% |
| 30D | -31.2% | +4.3% | -35.5% | -32.3% |
| 3M | -34.7% | -4.6% | -30.1% | -33.9% |
| 6M | -39.5% | +1.7% | -41.2% | -40.5% |
| YTD | -1.7% | +7.3% | -9.0% | -5.5% |
| 1Y | -1.1% | +20.8% | -21.9% | -8.9% |
| 3Y | +143.9% | +247.0% | -103.1% | +58.9% |
| All | +143.9% | +240.1% | -96.2% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling