+1,110.7%
CAT vs ROP
+140.4%
+970.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.3% | +3.4% |
| 7D | +1.7% | -4.4% | +6.1% | +3.9% |
| 30D | -6.6% | +3.2% | -9.8% | -8.3% |
| 3M | -13.3% | +23.1% | -36.4% | -23.6% |
| 6M | +11.6% | +13.3% | -1.7% | +1.8% |
| YTD | +42.9% | -7.9% | +50.8% | +45.5% |
| 1Y | +95.4% | -22.1% | +117.5% | +119.3% |
| 3Y | +196.6% | -16.8% | +213.4% | +215.7% |
| 5Y | +321.7% | -13.5% | +335.2% | +328.8% |
| All | +1,110.7% | +140.4% | +970.3% | +436.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling