+25,808.1%
CAT vs ROST
+70,186.3%
-44,378.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +1.7% | +0.9% | +0.8% | +1.5% |
| 30D | -6.6% | -8.9% | +2.3% | -4.7% |
| 3M | -13.3% | -0.8% | -12.5% | -13.5% |
| 6M | +11.6% | +8.5% | +3.1% | +9.1% |
| YTD | +42.9% | +28.6% | +14.4% | +34.5% |
| 1Y | +95.4% | +52.3% | +43.1% | +76.7% |
| 3Y | +196.6% | +94.8% | +101.7% | +152.1% |
| 5Y | +321.7% | +110.8% | +210.9% | +246.6% |
| 10Y | +1,140.8% | +304.5% | +836.3% | +778.6% |
| All | +25,808.1% | +70,186.3% | -44,378.2% | +7,498.1% |
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