+700.3%
CAT vs RNG
+248.5%
+451.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.7% |
| 7D | +1.7% | -3.5% | +5.2% | +2.1% |
| 30D | -24.6% | -3.8% | -20.8% | -24.3% |
| 3M | -28.5% | +18.6% | -47.1% | -29.8% |
| 6M | -34.8% | +69.2% | -104.0% | -38.8% |
| YTD | +5.9% | +161.9% | -156.0% | -6.9% |
| 1Y | +6.8% | +176.2% | -169.4% | -6.7% |
| 3Y | +161.1% | +174.5% | -13.4% | +124.1% |
| 5Y | +213.4% | -71.9% | +285.4% | +225.2% |
| 10Y | +700.3% | +235.4% | +465.0% | +324.5% |
| All | +700.3% | +248.5% | +451.8% | +324.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling