+246.4%
CAT vs ROIV
+270.3%
-23.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.2% | -5.3% | +0.3% |
| 7D | -10.3% | +5.3% | -15.6% | -10.8% |
| 30D | -31.2% | +11.9% | -43.1% | -32.0% |
| 3M | -34.7% | +10.7% | -45.4% | -35.5% |
| 6M | -39.5% | +34.9% | -74.4% | -41.4% |
| YTD | -1.7% | +79.2% | -80.8% | -7.3% |
| 1Y | -1.1% | +89.0% | -90.1% | -7.2% |
| 3Y | +143.9% | +337.3% | -193.5% | +115.4% |
| 5Y | +194.8% | +402.3% | -207.5% | +146.9% |
| All | +246.4% | +270.3% | -23.8% | +201.0% |
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