+213.9%
CAT vs RL
+239.2%
-25.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.4% |
| 7D | +7.4% | +2.6% | +4.9% | +6.5% |
| 30D | -19.7% | +2.9% | -22.6% | -20.7% |
| 3M | -29.6% | 0.0% | -29.6% | -29.9% |
| 6M | -33.2% | +17.1% | -50.3% | -37.6% |
| YTD | +5.7% | +10.1% | -4.5% | +0.5% |
| 1Y | +9.3% | +17.3% | -8.0% | +1.5% |
| 3Y | +158.3% | +249.3% | -91.0% | +57.9% |
| All | +213.9% | +239.2% | -25.2% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling