+166.0%
CAT vs RL
+254.6%
-88.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.8% | +1.4% | +5.3% |
| 7D | -2.4% | +0.2% | -2.7% | -2.5% |
| 30D | -25.0% | +7.3% | -32.3% | -26.9% |
| 3M | -28.7% | +1.0% | -29.8% | -29.2% |
| 6M | -33.0% | +11.8% | -44.8% | -36.2% |
| YTD | +5.4% | +13.6% | -8.2% | -0.5% |
| 1Y | +7.3% | +24.0% | -16.8% | -1.9% |
| 3Y | +166.0% | +256.6% | -90.5% | +70.7% |
| All | +166.0% | +254.6% | -88.5% | +70.7% |
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