+201.5%
CAT vs ROIV
+200.3%
+1.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.4% |
| 7D | +1.7% | +0.6% | +1.1% | +1.6% |
| 30D | -6.6% | +1.0% | -7.5% | -7.0% |
| 3M | -13.3% | +18.3% | -31.6% | -16.8% |
| 6M | +11.6% | +18.3% | -6.7% | +6.6% |
| YTD | +42.9% | +61.0% | -18.0% | +26.8% |
| 1Y | +95.4% | +177.9% | -82.4% | +54.0% |
| All | +201.5% | +200.3% | +1.1% | +125.7% |
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