+725.3%
CAT vs ROP
+196.0%
+529.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +2.2% |
| 7D | -10.3% | +2.1% | -12.4% | -11.3% |
| 30D | -31.2% | +32.9% | -64.1% | -40.3% |
| 3M | -34.7% | +20.3% | -55.0% | -40.9% |
| 6M | -39.5% | +36.8% | -76.2% | -49.8% |
| YTD | -1.7% | +8.1% | -9.8% | -7.9% |
| 1Y | -1.1% | +8.3% | -9.4% | -7.6% |
| 3Y | +143.9% | -3.2% | +147.1% | +140.0% |
| 5Y | +194.8% | +1.7% | +193.1% | +175.3% |
| All | +725.3% | +196.0% | +529.4% | +190.8% |
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