+19,095.1%
CAT vs RRX
+4,402.7%
+14,692.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.3% |
| 7D | +1.7% | +5.4% | -3.6% | -0.4% |
| 30D | -24.6% | +12.0% | -36.5% | -28.3% |
| 3M | -28.5% | +6.1% | -34.6% | -30.5% |
| 6M | -34.8% | -13.2% | -21.6% | -31.6% |
| YTD | +5.9% | +31.0% | -25.1% | -7.1% |
| 1Y | +6.8% | +38.8% | -31.9% | -8.8% |
| 3Y | +161.1% | +70.3% | +90.8% | +97.9% |
| 5Y | +213.4% | +15.5% | +197.9% | +168.5% |
| 10Y | +700.3% | +213.7% | +486.7% | +353.7% |
| All | +19,095.1% | +4,402.7% | +14,692.4% | +6,167.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling