+3.3%
CAT vs ROL
-32.6%
+35.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.5% |
| 7D | -6.3% | +3.4% | -9.7% | -5.6% |
| 30D | -26.8% | +20.8% | -47.6% | -23.9% |
| 3M | -30.0% | +3.7% | -33.8% | -28.3% |
| 6M | -34.6% | -27.7% | -6.9% | -31.3% |
| YTD | +2.9% | -34.9% | +37.8% | +10.4% |
| 1Y | +3.3% | -33.3% | +36.6% | +9.7% |
| All | +3.3% | -32.6% | +35.9% | +9.7% |
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