+8.9%
CAT vs RRC
+44.7%
-35.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.5% | -1.7% | -5.6% |
| 7D | -17.1% | -6.8% | -10.3% | -17.8% |
| 30D | -30.1% | +34.7% | -64.8% | -25.5% |
| 3M | -32.4% | +31.5% | -63.9% | -28.1% |
| 6M | -32.1% | +21.8% | -53.9% | -28.0% |
| YTD | +4.1% | +48.9% | -44.8% | +12.3% |
| 1Y | +8.9% | +42.1% | -33.2% | +18.4% |
| All | +8.9% | +44.7% | -35.8% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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