+96.3%
CAT vs ROST
+53.6%
+42.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.1% |
| 7D | +5.6% | +0.2% | +5.3% | +5.5% |
| 30D | -2.3% | -10.0% | +7.6% | -0.5% |
| 3M | -10.0% | +1.2% | -11.2% | -11.1% |
| 6M | +21.2% | +8.9% | +12.3% | +16.4% |
| YTD | +44.4% | +28.1% | +16.4% | +34.0% |
| 1Y | +96.3% | +53.0% | +43.3% | +76.7% |
| All | +96.3% | +53.6% | +42.7% | +76.7% |
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