+28,763.3%
CAT vs ROP
+25,523.2%
+3,240.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.3% | +2.9% |
| 7D | +1.7% | -4.4% | +6.1% | +3.2% |
| 30D | -6.6% | +3.2% | -9.8% | -7.7% |
| 3M | -13.3% | +23.1% | -36.4% | -20.0% |
| 6M | +11.6% | +13.3% | -1.7% | +5.1% |
| YTD | +42.9% | -7.9% | +50.8% | +43.4% |
| 1Y | +95.4% | -22.1% | +117.5% | +106.8% |
| 3Y | +196.6% | -16.8% | +213.4% | +206.4% |
| 5Y | +321.7% | -13.5% | +335.2% | +326.9% |
| 10Y | +1,140.8% | +137.7% | +1,003.1% | +813.9% |
| All | +28,763.3% | +25,523.2% | +3,240.0% | +10,412.2% |
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 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