+4,916.3%
CAT vs RMBS
+1,260.2%
+3,656.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -6.3% | -8.4% | +2.1% | -5.3% |
| 30D | -26.8% | -24.9% | -1.9% | -24.2% |
| 3M | -30.0% | -15.8% | -14.3% | -28.7% |
| 6M | -34.6% | -37.5% | +2.9% | -31.1% |
| YTD | +2.9% | -12.1% | +15.0% | +2.6% |
| 1Y | +3.3% | -27.0% | +30.3% | +5.2% |
| 3Y | +153.7% | +28.8% | +124.9% | +134.9% |
| 5Y | +207.3% | +236.2% | -28.9% | +150.6% |
| 10Y | +674.0% | +546.6% | +127.4% | +481.4% |
| All | +4,916.3% | +1,260.2% | +3,656.1% | +2,449.1% |
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