+25,808.1%
CAT vs ROL
+9,030.3%
+16,777.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +1.7% | -1.4% | +3.1% | +2.2% |
| 30D | -6.6% | -4.1% | -2.5% | -5.3% |
| 3M | -13.3% | -22.5% | +9.2% | -6.3% |
| 6M | +11.6% | -37.7% | +49.3% | +29.9% |
| YTD | +42.9% | -39.6% | +82.5% | +67.6% |
| 1Y | +95.4% | -36.0% | +131.5% | +123.3% |
| 3Y | +196.6% | -5.1% | +201.7% | +188.6% |
| 5Y | +321.7% | -3.4% | +325.0% | +298.3% |
| 10Y | +1,140.8% | +215.2% | +925.5% | +634.6% |
| All | +25,808.1% | +9,030.3% | +16,777.8% | +5,524.3% |
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