+333.5%
CAT vs RNG
-70.8%
+404.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +1.4% |
| 7D | +5.6% | -0.8% | +6.4% | +5.6% |
| 30D | -2.3% | +11.4% | -13.7% | -3.3% |
| 3M | -10.0% | +72.1% | -82.1% | -14.5% |
| 6M | +21.2% | +67.9% | -46.7% | +14.6% |
| YTD | +44.4% | +144.3% | -99.9% | +29.7% |
| 1Y | +96.3% | +117.5% | -21.2% | +78.2% |
| 3Y | +203.9% | +123.9% | +80.0% | +169.6% |
| 5Y | +333.5% | -70.1% | +403.6% | +292.4% |
| All | +333.5% | -70.8% | +404.3% | +292.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling