+1,126.0%
CAT vs RMD
+265.7%
+860.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.9% |
| 7D | +5.6% | -4.5% | +10.0% | +6.8% |
| 30D | -2.3% | +4.6% | -6.9% | -3.7% |
| 3M | -10.0% | +14.8% | -24.8% | -14.2% |
| 6M | +21.2% | -12.1% | +33.3% | +24.7% |
| YTD | +44.4% | -7.5% | +51.9% | +46.1% |
| 1Y | +96.3% | -20.1% | +116.4% | +107.0% |
| 3Y | +203.9% | +53.9% | +150.0% | +155.9% |
| 5Y | +333.5% | -22.2% | +355.7% | +341.7% |
| 10Y | +1,126.0% | +268.2% | +857.8% | +647.7% |
| All | +1,126.0% | +265.7% | +860.4% | +647.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling