+725.3%
CAT vs ROL
+216.1%
+509.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.4% |
| 7D | -10.3% | +9.5% | -19.8% | -12.5% |
| 30D | -31.2% | +22.9% | -54.1% | -35.2% |
| 3M | -34.7% | +3.5% | -38.2% | -35.6% |
| 6M | -39.5% | -29.4% | -10.1% | -33.7% |
| YTD | -1.7% | -36.1% | +34.4% | +10.8% |
| 1Y | -1.1% | -34.4% | +33.2% | +10.4% |
| 3Y | +143.9% | +4.0% | +139.9% | +126.3% |
| 5Y | +194.8% | +13.2% | +181.5% | +158.3% |
| All | +725.3% | +216.1% | +509.2% | +307.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling