+6.8%
CAT vs RRX
+36.7%
-29.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.1% |
| 7D | +1.7% | +5.4% | -3.6% | -0.9% |
| 30D | -24.6% | +12.0% | -36.5% | -28.9% |
| 3M | -28.5% | +6.1% | -34.6% | -30.9% |
| 6M | -34.8% | -13.2% | -21.6% | -31.2% |
| YTD | +5.9% | +31.0% | -25.1% | -4.8% |
| 1Y | +6.8% | +38.8% | -31.9% | -4.4% |
| All | +6.8% | +36.7% | -29.9% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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