+214.2%
CAT vs ROL
+13.5%
+200.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | +9.3% | -1.7% | +11.0% | +9.5% |
| 30D | -21.5% | +18.5% | -40.0% | -22.7% |
| 3M | -29.1% | +4.3% | -33.4% | -29.2% |
| 6M | -33.4% | -27.7% | -5.6% | -29.9% |
| YTD | +6.6% | -35.8% | +42.3% | +14.2% |
| 1Y | +6.5% | -34.1% | +40.6% | +13.6% |
| 3Y | +162.7% | +2.9% | +159.7% | +149.5% |
| 5Y | +214.2% | +12.7% | +201.5% | +193.4% |
| All | +214.2% | +13.5% | +200.7% | +193.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling