+19,756.8%
CAT vs ROP
+29,884.4%
-10,127.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.8% |
| 7D | -10.3% | +2.1% | -12.4% | -11.1% |
| 30D | -31.2% | +32.9% | -64.1% | -37.7% |
| 3M | -34.7% | +20.0% | -54.7% | -39.1% |
| 6M | -39.5% | +36.4% | -75.9% | -46.7% |
| YTD | -1.7% | +7.8% | -9.5% | -7.1% |
| 1Y | -1.1% | +8.0% | -9.1% | -6.7% |
| 3Y | +143.9% | -3.5% | +147.3% | +137.9% |
| 5Y | +194.8% | +1.5% | +193.3% | +180.8% |
| 10Y | +739.8% | +198.5% | +541.3% | +470.2% |
| All | +19,756.8% | +29,884.4% | -10,127.6% | +6,710.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling