+96.3%
CAT vs RMD
-19.2%
+115.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.2% |
| 7D | +5.6% | -4.5% | +10.0% | +5.7% |
| 30D | -2.3% | +4.6% | -6.9% | -2.6% |
| 3M | -10.0% | +14.8% | -24.8% | -11.5% |
| 6M | +21.2% | -12.1% | +33.3% | +29.1% |
| YTD | +44.4% | -7.5% | +51.9% | +50.6% |
| 1Y | +96.3% | -20.1% | +116.4% | +115.3% |
| All | +96.3% | -19.2% | +115.5% | +115.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling