+326.0%
CAT vs ROP
-13.6%
+339.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.3% | +2.5% |
| 7D | +1.7% | -4.4% | +6.1% | +2.7% |
| 30D | -6.6% | +3.2% | -9.8% | -7.4% |
| 3M | -13.3% | +23.1% | -36.4% | -18.8% |
| 6M | +11.6% | +13.3% | -1.7% | +7.0% |
| YTD | +42.9% | -7.9% | +50.8% | +49.0% |
| 1Y | +95.4% | -22.1% | +117.5% | +120.2% |
| 3Y | +196.6% | -16.8% | +213.4% | +222.6% |
| All | +326.0% | -13.6% | +339.6% | +335.1% |
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