+1,239.1%
CAT vs RNG
+327.7%
+911.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +2.1% |
| 7D | +1.7% | +5.8% | -4.1% | +1.1% |
| 30D | -6.6% | +19.6% | -26.2% | -8.3% |
| 3M | -13.3% | +67.0% | -80.3% | -18.3% |
| 6M | +11.6% | +88.4% | -76.8% | +2.9% |
| YTD | +42.9% | +155.5% | -112.5% | +25.8% |
| 1Y | +95.4% | +141.7% | -46.2% | +72.7% |
| 3Y | +196.6% | +131.1% | +65.5% | +158.2% |
| 5Y | +321.7% | -70.6% | +392.2% | +334.8% |
| 10Y | +1,140.8% | +228.2% | +912.6% | +718.0% |
| All | +1,239.1% | +327.7% | +911.3% | +747.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling