+273.1%
CAT vs ROIV
+298.6%
-25.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.8% |
| 7D | +1.7% | +9.5% | -7.7% | +0.9% |
| 30D | -24.6% | +21.0% | -45.5% | -26.0% |
| 3M | -28.5% | +18.7% | -47.2% | -29.9% |
| 6M | -34.8% | +44.5% | -79.3% | -37.3% |
| YTD | +5.9% | +92.9% | -86.9% | -0.8% |
| 1Y | +6.8% | +100.2% | -93.4% | -0.3% |
| 3Y | +161.1% | +375.0% | -213.9% | +128.9% |
| 5Y | +213.4% | +435.2% | -221.7% | +160.4% |
| All | +273.1% | +298.6% | -25.5% | +221.9% |
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