+5.8%
CAT vs ROST
+47.7%
-41.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.6% | +4.6% | +6.8% |
| 7D | -2.4% | +2.8% | -5.2% | -2.6% |
| 30D | -25.0% | +6.6% | -31.6% | -25.7% |
| 3M | -28.7% | -7.0% | -21.8% | -27.5% |
| 6M | -33.0% | +5.4% | -38.4% | -34.6% |
| YTD | +5.4% | +32.4% | -26.9% | -5.8% |
| All | +5.8% | +47.7% | -41.9% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling