+201.5%
CAT vs ROL
-4.8%
+206.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | +1.7% | -1.4% | +3.1% | +1.7% |
| 30D | -6.6% | -4.1% | -2.5% | -6.5% |
| 3M | -13.3% | -22.5% | +9.2% | -12.7% |
| 6M | +11.6% | -37.7% | +49.3% | +14.5% |
| YTD | +42.9% | -39.6% | +82.5% | +47.2% |
| 1Y | +95.4% | -36.0% | +131.5% | +100.3% |
| All | +201.5% | -4.8% | +206.2% | +188.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling