+326.0%
CAT vs RMD
-19.3%
+345.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +1.7% | -5.0% | +6.7% | +2.8% |
| 30D | -6.6% | +2.2% | -8.8% | -7.1% |
| 3M | -13.3% | +17.8% | -31.1% | -16.8% |
| 6M | +11.6% | -11.3% | +23.0% | +14.4% |
| YTD | +42.9% | -4.4% | +47.4% | +43.7% |
| 1Y | +95.4% | -15.7% | +111.2% | +102.2% |
| 3Y | +196.6% | +47.7% | +148.8% | +165.0% |
| All | +326.0% | -19.3% | +345.3% | +275.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling