+153.7%
CAT vs ROL
+5.4%
+148.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | -6.3% | +3.4% | -9.7% | -6.1% |
| 30D | -26.8% | +20.8% | -47.6% | -25.8% |
| 3M | -30.0% | +3.7% | -33.8% | -29.3% |
| 6M | -34.6% | -27.7% | -6.9% | -33.0% |
| YTD | +2.9% | -34.9% | +37.8% | +6.3% |
| 1Y | +3.3% | -33.3% | +36.6% | +6.5% |
| 3Y | +153.7% | +4.3% | +149.4% | +154.5% |
| All | +153.7% | +5.4% | +148.3% | +154.5% |
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