+1,110.7%
CAT vs RRC
+5.5%
+1,105.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.9% |
| 7D | +1.7% | +1.3% | +0.4% | +1.5% |
| 30D | -6.6% | +10.1% | -16.7% | -8.1% |
| 3M | -13.3% | +4.0% | -17.3% | -14.2% |
| 6M | +11.6% | +1.6% | +10.0% | +10.6% |
| YTD | +42.9% | +19.7% | +23.2% | +37.4% |
| 1Y | +95.4% | +21.4% | +74.0% | +86.3% |
| 3Y | +196.6% | +29.7% | +166.9% | +176.2% |
| 5Y | +321.7% | +153.9% | +167.8% | +239.5% |
| All | +1,110.7% | +5.5% | +1,105.2% | +868.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling