+183.3%
CAT vs ROP
+1.1%
+182.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.3% |
| 7D | -10.3% | +2.1% | -12.4% | -10.6% |
| 30D | -31.2% | +32.9% | -64.1% | -34.7% |
| 3M | -34.7% | +20.0% | -54.7% | -36.9% |
| 6M | -39.5% | +36.4% | -75.9% | -43.9% |
| YTD | -1.7% | +7.8% | -9.5% | -0.3% |
| 1Y | -1.1% | +8.0% | -9.1% | +0.1% |
| 3Y | +143.9% | -3.5% | +147.3% | +159.2% |
| All | +183.3% | +1.1% | +182.1% | +183.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling