+213.9%
CAT vs RRX
+9.8%
+204.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.4% | +0.2% |
| 7D | +7.4% | +4.3% | +3.1% | +5.5% |
| 30D | -19.7% | +12.3% | -32.0% | -24.0% |
| 3M | -29.6% | +3.7% | -33.3% | -31.0% |
| 6M | -33.2% | -13.9% | -19.3% | -29.5% |
| YTD | +5.7% | +26.5% | -20.8% | -6.2% |
| 1Y | +9.3% | +29.3% | -20.0% | -4.1% |
| 3Y | +158.3% | +65.6% | +92.8% | +98.4% |
| All | +213.9% | +9.8% | +204.1% | +175.8% |
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