+95.4%
CAT vs ROL
-35.4%
+130.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.8% |
| 7D | +1.7% | -1.4% | +3.1% | +1.5% |
| 30D | -6.6% | -4.1% | -2.5% | -7.1% |
| 3M | -13.3% | -22.5% | +9.2% | -15.6% |
| 6M | +11.6% | -37.7% | +49.3% | +8.3% |
| YTD | +42.9% | -39.6% | +82.5% | +41.1% |
| 1Y | +95.4% | -36.0% | +131.5% | +98.9% |
| All | +95.4% | -35.4% | +130.8% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling