+9.3%
CAT vs RNG
+176.7%
-167.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.9% |
| 7D | +7.4% | +4.6% | +2.8% | +7.7% |
| 30D | -19.7% | +0.4% | -20.1% | -19.5% |
| 3M | -29.6% | +11.4% | -41.0% | -28.8% |
| 6M | -33.2% | +95.7% | -128.9% | -29.6% |
| YTD | +5.7% | +162.9% | -157.2% | +9.6% |
| 1Y | +9.3% | +180.3% | -170.9% | +11.6% |
| All | +9.3% | +176.7% | -167.3% | +11.6% |
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