+11,689.4%
CAT vs RMD
+36,837.6%
-25,148.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +1.7% | -5.0% | +6.7% | +2.6% |
| 30D | -6.6% | +2.2% | -8.8% | -7.0% |
| 3M | -13.3% | +17.8% | -31.1% | -16.3% |
| 6M | +11.6% | -11.3% | +23.0% | +13.4% |
| YTD | +42.9% | -4.4% | +47.4% | +43.1% |
| 1Y | +95.4% | -15.7% | +111.2% | +100.1% |
| 3Y | +196.6% | +47.7% | +148.8% | +170.3% |
| 5Y | +321.7% | -19.2% | +340.9% | +322.6% |
| 10Y | +1,140.8% | +280.4% | +860.4% | +837.1% |
| All | +11,689.4% | +36,837.6% | -25,148.2% | +5,733.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling