+210.1%
CAT vs ROIV
+433.0%
-222.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.6% | +2.6% | +6.7% |
| 7D | -2.4% | +13.3% | -15.7% | -3.7% |
| 30D | -25.0% | +14.8% | -39.8% | -26.2% |
| 3M | -28.7% | +11.9% | -40.6% | -29.8% |
| 6M | -33.0% | +42.4% | -75.4% | -35.7% |
| YTD | +5.4% | +87.4% | -82.0% | -1.7% |
| 1Y | +7.3% | +97.2% | -90.0% | -0.5% |
| 3Y | +166.0% | +375.7% | -209.6% | +130.0% |
| 5Y | +210.1% | +379.0% | -168.9% | +148.5% |
| All | +210.1% | +433.0% | -222.9% | +148.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling