+17,723.7%
CAT vs RRC
+1,414.2%
+16,309.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.3% |
| 7D | -10.3% | -10.8% | +0.5% | -9.0% |
| 30D | -31.2% | +22.3% | -53.5% | -33.0% |
| 3M | -34.7% | +26.6% | -61.3% | -36.7% |
| 6M | -39.5% | +18.9% | -58.4% | -41.1% |
| YTD | -1.7% | +39.2% | -40.9% | -6.5% |
| 1Y | -1.1% | +34.0% | -35.1% | -5.6% |
| 3Y | +143.9% | +42.0% | +101.8% | +129.0% |
| 5Y | +194.8% | +111.9% | +82.9% | +157.1% |
| 10Y | +739.8% | +62.8% | +677.0% | +572.3% |
| All | +17,723.7% | +1,414.2% | +16,309.6% | +12,934.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling