+17,723.7%
CAT vs ROST
+70,444.2%
-52,720.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.3% |
| 7D | -10.3% | +1.2% | -11.5% | -10.6% |
| 30D | -31.2% | +2.5% | -33.7% | -31.7% |
| 3M | -34.7% | -9.0% | -25.7% | -33.5% |
| 6M | -39.5% | +1.3% | -40.8% | -40.1% |
| YTD | -1.7% | +29.1% | -30.7% | -7.8% |
| 1Y | -1.1% | +45.4% | -46.5% | -9.8% |
| 3Y | +143.9% | +94.9% | +49.0% | +106.8% |
| 5Y | +194.8% | +104.0% | +90.8% | +143.5% |
| 10Y | +739.8% | +314.8% | +425.0% | +490.3% |
| All | +17,723.7% | +70,444.2% | -52,720.5% | +5,109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling