+332.7%
CAT vs RRX
+16.5%
+316.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | +0.3% |
| 7D | +2.9% | -0.7% | +3.7% | +3.3% |
| 30D | -2.6% | -8.0% | +5.3% | +0.9% |
| 3M | -10.7% | -25.1% | +14.4% | +0.5% |
| 6M | +16.1% | -18.3% | +34.4% | +25.3% |
| YTD | +43.2% | +14.2% | +29.1% | +33.7% |
| 1Y | +96.8% | +13.0% | +83.8% | +83.7% |
| 3Y | +201.4% | +4.2% | +197.2% | +181.7% |
| 5Y | +332.7% | +17.9% | +314.8% | +274.0% |
| All | +332.7% | +16.5% | +316.1% | +274.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling