+674.0%
CAT vs RNG
+247.5%
+426.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.5% |
| 7D | -6.3% | -6.0% | -0.3% | -5.7% |
| 30D | -26.8% | -7.4% | -19.4% | -26.3% |
| 3M | -30.0% | +14.6% | -44.6% | -31.1% |
| 6M | -34.6% | +61.5% | -96.1% | -38.3% |
| YTD | +2.9% | +155.7% | -152.8% | -9.3% |
| 1Y | +3.3% | +172.5% | -169.2% | -9.7% |
| 3Y | +153.7% | +168.0% | -14.3% | +118.3% |
| 5Y | +207.3% | -73.8% | +281.1% | +221.0% |
| 10Y | +674.0% | +240.3% | +433.7% | +313.8% |
| All | +674.0% | +247.5% | +426.5% | +313.8% |
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