+94.3%
CAT vs RRC
+20.6%
+73.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.5% |
| 7D | +1.7% | +1.3% | +0.4% | +2.1% |
| 30D | -6.6% | +10.1% | -16.7% | -4.1% |
| 3M | -13.3% | +4.0% | -17.3% | -11.6% |
| 6M | +11.6% | +1.6% | +10.0% | +13.5% |
| YTD | +42.9% | +19.7% | +23.2% | +49.8% |
| All | +94.3% | +20.6% | +73.7% | +110.9% |
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