+96.8%
CAT vs RNG
+116.0%
-19.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.9% |
| 7D | +2.9% | -4.1% | +7.0% | +2.7% |
| 30D | -2.6% | +8.6% | -11.3% | -2.1% |
| 3M | -10.7% | +78.0% | -88.6% | -7.5% |
| 6M | +16.1% | +67.0% | -50.9% | +20.2% |
| YTD | +43.2% | +142.4% | -99.2% | +45.5% |
| 1Y | +96.8% | +120.4% | -23.6% | +102.4% |
| All | +96.8% | +116.0% | -19.2% | +102.4% |
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