+1,157.1%
CAT vs ROST
+299.2%
+857.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -0.2% |
| 7D | +2.9% | -2.2% | +5.2% | +3.8% |
| 30D | -2.6% | -11.4% | +8.8% | +1.8% |
| 3M | -10.7% | -1.6% | -9.0% | -10.8% |
| 6M | +16.1% | +6.8% | +9.3% | +12.1% |
| YTD | +43.2% | +25.8% | +17.4% | +29.6% |
| 1Y | +96.8% | +52.4% | +44.4% | +64.6% |
| 3Y | +201.4% | +94.4% | +107.0% | +124.9% |
| 5Y | +332.7% | +108.2% | +224.5% | +203.8% |
| 10Y | +1,157.1% | +308.5% | +848.6% | +608.5% |
| All | +1,157.1% | +299.2% | +857.9% | +608.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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