+6,868.0%
CAT vs RMBS
+1,339.3%
+5,528.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.6% |
| 7D | +1.7% | -0.3% | +2.1% | +1.8% |
| 30D | -6.6% | -12.2% | +5.6% | -5.1% |
| 3M | -13.3% | -49.5% | +36.2% | -5.8% |
| 6M | +11.6% | -7.1% | +18.8% | +11.4% |
| YTD | +42.9% | -7.0% | +49.9% | +41.9% |
| 1Y | +95.4% | +13.3% | +82.1% | +88.5% |
| 3Y | +196.6% | +49.2% | +147.3% | +169.7% |
| 5Y | +321.7% | +250.0% | +71.7% | +243.1% |
| 10Y | +1,140.8% | +495.1% | +645.7% | +840.3% |
| All | +6,868.0% | +1,339.3% | +5,528.6% | +3,426.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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