+25,808.1%
CAT vs RRX
+3,904.5%
+21,903.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +1.7% | +3.4% | -1.7% | +0.3% |
| 30D | -6.6% | -11.1% | +4.6% | -1.9% |
| 3M | -13.3% | -23.7% | +10.4% | -3.7% |
| 6M | +11.6% | -22.0% | +33.6% | +22.2% |
| YTD | +42.9% | +16.5% | +26.5% | +32.1% |
| 1Y | +95.4% | +11.5% | +83.9% | +82.9% |
| 3Y | +196.6% | +1.5% | +195.1% | +175.4% |
| 5Y | +321.7% | +18.3% | +303.4% | +258.3% |
| 10Y | +1,140.8% | +209.8% | +931.0% | +612.5% |
| All | +25,808.1% | +3,904.5% | +21,903.6% | +8,812.6% |
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