+4,207.2%
CAT vs RL
+1,498.4%
+2,708.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.3% | +1.0% | -3.8% |
| 7D | -14.5% | -4.7% | -9.8% | -13.1% |
| 30D | -35.7% | +3.6% | -39.3% | -36.7% |
| 3M | -36.3% | +0.5% | -36.8% | -36.8% |
| 6M | -38.5% | +6.6% | -45.1% | -40.7% |
| YTD | -2.5% | +8.8% | -11.4% | -6.8% |
| 1Y | -1.9% | +21.8% | -23.6% | -10.0% |
| 3Y | +139.2% | +245.8% | -106.6% | +48.8% |
| 5Y | +192.1% | +230.0% | -37.8% | +79.2% |
| 10Y | +732.3% | +369.4% | +362.8% | +316.9% |
| All | +4,207.2% | +1,498.4% | +2,708.9% | +1,182.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling