+657.9%
CAT vs RMD
+359.9%
+298.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.3% |
| 7D | -10.3% | +2.3% | -12.6% | -11.0% |
| 30D | -31.2% | +4.1% | -35.3% | -32.2% |
| 3M | -34.7% | +5.7% | -40.4% | -36.1% |
| 6M | -39.5% | +12.9% | -52.4% | -42.3% |
| YTD | -1.7% | -1.5% | -0.1% | -2.7% |
| 1Y | -1.1% | -4.8% | +3.6% | -1.2% |
| 3Y | +143.9% | +57.5% | +86.4% | +104.3% |
| 5Y | +194.8% | -5.5% | +200.3% | +181.6% |
| All | +657.9% | +359.9% | +298.0% | +361.3% |
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