+166.0%
CAT vs ROIV
+351.4%
-185.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.6% | +2.6% | +5.9% |
| 7D | -2.4% | +13.3% | -15.7% | -5.8% |
| 30D | -25.0% | +14.8% | -39.8% | -27.9% |
| 3M | -28.7% | +11.9% | -40.6% | -31.6% |
| 6M | -33.0% | +42.4% | -75.4% | -40.4% |
| YTD | +5.4% | +87.4% | -82.0% | -14.5% |
| 1Y | +7.3% | +97.2% | -90.0% | -14.5% |
| 3Y | +166.0% | +375.7% | -209.6% | +62.3% |
| All | +166.0% | +351.4% | -185.3% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling