+700.3%
CAT vs ROL
+214.5%
+485.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +1.7% | +0.8% | +1.0% | +1.5% |
| 30D | -24.6% | +20.6% | -45.1% | -28.4% |
| 3M | -28.5% | +4.5% | -33.0% | -29.6% |
| 6M | -34.8% | -26.5% | -8.3% | -29.4% |
| YTD | +5.9% | -34.8% | +40.8% | +18.7% |
| 1Y | +6.8% | -33.2% | +40.0% | +18.7% |
| 3Y | +161.1% | +4.5% | +156.6% | +142.6% |
| 5Y | +213.4% | +15.5% | +197.9% | +173.5% |
| 10Y | +700.3% | +217.2% | +483.1% | +320.9% |
| All | +700.3% | +214.5% | +485.8% | +320.9% |
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 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