+17,564.5%
CAT vs ROL
+9,768.6%
+7,795.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.0% | -7.4% | -6.7% |
| 7D | -14.5% | +11.7% | -26.2% | -17.7% |
| 30D | -35.7% | +27.7% | -63.4% | -41.2% |
| 3M | -36.3% | +3.7% | -40.0% | -37.7% |
| 6M | -38.5% | -27.8% | -10.8% | -32.6% |
| YTD | -2.5% | -34.7% | +32.2% | +10.3% |
| 1Y | -1.9% | -34.1% | +32.2% | +10.6% |
| 3Y | +139.2% | +5.9% | +133.3% | +122.8% |
| 5Y | +192.1% | +15.6% | +176.5% | +157.7% |
| 10Y | +732.3% | +226.5% | +505.8% | +383.6% |
| All | +17,564.5% | +9,768.6% | +7,795.9% | +3,601.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling