+8.9%
CAT vs ROP
+10.4%
-1.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.9% | -9.2% | -3.5% |
| 7D | -17.1% | +11.7% | -28.8% | -12.8% |
| 30D | -30.1% | +35.5% | -65.6% | -20.4% |
| 3M | -32.4% | +25.6% | -58.0% | -25.0% |
| 6M | -32.1% | +39.3% | -71.4% | -20.6% |
| YTD | +4.1% | +11.6% | -7.6% | +19.7% |
| 1Y | +8.9% | +10.6% | -1.7% | +25.7% |
| All | +8.9% | +10.4% | -1.5% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling