+95.4%
CAT vs RNG
+144.7%
-49.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +1.5% |
| 7D | +1.7% | +5.8% | -4.1% | +2.0% |
| 30D | -6.6% | +19.6% | -26.2% | -5.6% |
| 3M | -13.3% | +67.0% | -80.3% | -10.2% |
| 6M | +11.6% | +88.4% | -76.8% | +15.6% |
| YTD | +42.9% | +155.5% | -112.5% | +45.5% |
| 1Y | +95.4% | +141.7% | -46.2% | +99.0% |
| All | +95.4% | +144.7% | -49.3% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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