+158.3%
CAT vs RMD
+69.3%
+89.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +7.4% | +2.1% | +5.4% | +7.1% |
| 30D | -19.7% | +2.1% | -21.8% | -20.0% |
| 3M | -29.6% | +6.2% | -35.8% | -30.5% |
| 6M | -33.2% | +19.4% | -52.6% | -35.8% |
| YTD | +5.7% | +0.5% | +5.1% | +5.6% |
| 1Y | +9.3% | -3.9% | +13.3% | +10.5% |
| 3Y | +158.3% | +72.5% | +85.8% | +122.1% |
| All | +158.3% | +69.3% | +89.0% | +122.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling