+674.0%
CAT vs ROL
+211.1%
+462.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -6.3% | +3.4% | -9.7% | -7.2% |
| 30D | -26.8% | +20.8% | -47.6% | -30.6% |
| 3M | -30.0% | +3.7% | -33.8% | -31.0% |
| 6M | -34.6% | -27.7% | -6.9% | -28.8% |
| YTD | +2.9% | -34.9% | +37.8% | +15.4% |
| 1Y | +3.3% | -33.3% | +36.6% | +14.8% |
| 3Y | +153.7% | +4.3% | +149.4% | +135.8% |
| 5Y | +207.3% | +15.0% | +192.3% | +168.6% |
| 10Y | +674.0% | +214.7% | +459.3% | +308.2% |
| All | +674.0% | +211.1% | +462.9% | +308.2% |
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 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