+183.3%
CAT vs ROL
+13.1%
+170.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.1% |
| 7D | -10.3% | +9.5% | -19.8% | -11.0% |
| 30D | -31.2% | +22.9% | -54.1% | -32.6% |
| 3M | -34.7% | +3.5% | -38.2% | -34.7% |
| 6M | -39.5% | -29.4% | -10.1% | -36.2% |
| YTD | -1.7% | -36.1% | +34.4% | +5.4% |
| 1Y | -1.1% | -34.4% | +33.2% | +5.5% |
| 3Y | +143.9% | +4.0% | +139.9% | +130.8% |
| All | +183.3% | +13.1% | +170.2% | +164.7% |
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 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