+95.4%
CAT vs RSG
-3.6%
+99.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.1% |
| 7D | +1.7% | +0.3% | +1.4% | +1.9% |
| 30D | -6.6% | +7.6% | -14.1% | -2.4% |
| 3M | -13.3% | +7.4% | -20.7% | -9.4% |
| 6M | +11.6% | -3.3% | +14.9% | +12.6% |
| YTD | +42.9% | +6.0% | +36.9% | +49.4% |
| 1Y | +95.4% | -3.7% | +99.1% | +102.9% |
| All | +95.4% | -3.6% | +99.0% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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