+158.3%
CAT vs ROST
+94.3%
+64.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.3% |
| 7D | +7.4% | +0.3% | +7.2% | +7.4% |
| 30D | -19.7% | +0.5% | -20.2% | -19.8% |
| 3M | -29.6% | -5.2% | -24.4% | -28.8% |
| 6M | -33.2% | +9.8% | -43.0% | -35.9% |
| YTD | +5.7% | +29.4% | -23.7% | -3.7% |
| 1Y | +9.3% | +44.4% | -35.0% | -3.6% |
| 3Y | +158.3% | +95.0% | +63.3% | +103.7% |
| All | +158.3% | +94.3% | +64.0% | +103.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling