+8.9%
CAT vs ROL
-34.1%
+43.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.8% | -8.0% | -4.6% |
| 7D | -17.1% | +14.6% | -31.7% | -14.6% |
| 30D | -30.1% | +29.3% | -59.4% | -26.8% |
| 3M | -32.4% | +2.0% | -34.4% | -30.8% |
| 6M | -32.1% | -28.5% | -3.6% | -28.6% |
| YTD | +4.1% | -35.3% | +39.4% | +11.7% |
| 1Y | +8.9% | -34.7% | +43.6% | +16.2% |
| All | +8.9% | -34.1% | +43.0% | +16.2% |
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