+695.3%
CAT vs ROST
+310.3%
+385.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.2% |
| 7D | +9.3% | +0.9% | +8.5% | +9.0% |
| 30D | -21.5% | +5.1% | -26.6% | -23.2% |
| 3M | -29.1% | -4.3% | -24.8% | -28.3% |
| 6M | -33.4% | +9.4% | -42.8% | -36.5% |
| YTD | +6.6% | +32.5% | -25.9% | -5.9% |
| 1Y | +6.5% | +46.9% | -40.4% | -9.8% |
| 3Y | +162.7% | +98.1% | +64.6% | +94.1% |
| 5Y | +214.2% | +116.9% | +97.3% | +116.7% |
| All | +695.3% | +310.3% | +385.0% | +339.5% |
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