+275.4%
CAT vs ROIV
+280.9%
-5.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.1% | +1.0% |
| 7D | +9.3% | +9.2% | +0.1% | +8.4% |
| 30D | -21.5% | +19.9% | -41.4% | -22.9% |
| 3M | -29.1% | +10.6% | -39.7% | -30.0% |
| 6M | -33.4% | +36.1% | -69.4% | -35.6% |
| YTD | +6.6% | +84.3% | -77.7% | +0.2% |
| 1Y | +6.5% | +87.6% | -81.0% | 0.0% |
| 3Y | +162.7% | +353.9% | -191.2% | +131.3% |
| 5Y | +214.2% | +376.1% | -161.8% | +162.2% |
| All | +275.4% | +280.9% | -5.5% | +225.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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