+700.3%
CAT vs RMD
+349.2%
+351.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.4% |
| 7D | +1.7% | -0.8% | +2.6% | +2.0% |
| 30D | -24.6% | +1.7% | -26.2% | -25.1% |
| 3M | -28.5% | +6.4% | -34.9% | -30.1% |
| 6M | -34.8% | +20.7% | -55.5% | -39.0% |
| YTD | +5.9% | -0.2% | +6.1% | +4.5% |
| 1Y | +6.8% | -4.5% | +11.3% | +6.7% |
| 3Y | +161.1% | +70.5% | +90.5% | +113.7% |
| 5Y | +213.4% | -1.6% | +215.0% | +195.7% |
| 10Y | +700.3% | +342.7% | +357.7% | +388.0% |
| All | +700.3% | +349.2% | +351.1% | +388.0% |
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