+1,123.7%
CAT vs RNG
+223.4%
+900.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +0.6% | -9.6% | +10.2% | +1.5% |
| 30D | -4.5% | +8.8% | -13.4% | -5.4% |
| 3M | -5.8% | +78.6% | -84.4% | -11.8% |
| 6M | +12.7% | +70.3% | -57.5% | +5.3% |
| YTD | +41.4% | +140.3% | -99.0% | +25.4% |
| 1Y | +92.1% | +126.6% | -34.5% | +71.2% |
| 3Y | +197.5% | +120.2% | +77.2% | +160.7% |
| 5Y | +327.9% | -68.3% | +396.2% | +335.6% |
| All | +1,123.7% | +223.4% | +900.3% | +560.5% |
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