+1,123.7%
CAT vs RSG
+425.0%
+698.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.0% |
| 7D | +0.6% | -1.8% | +2.4% | +1.4% |
| 30D | -4.5% | +2.8% | -7.3% | -5.8% |
| 3M | -5.8% | +4.3% | -10.1% | -8.5% |
| 6M | +12.7% | -0.5% | +13.3% | +11.5% |
| YTD | +41.4% | +5.2% | +36.1% | +35.5% |
| 1Y | +92.1% | -2.1% | +94.2% | +90.4% |
| 3Y | +197.5% | +56.5% | +140.9% | +115.7% |
| 5Y | +327.9% | +89.5% | +238.4% | +166.4% |
| All | +1,123.7% | +425.0% | +698.7% | +270.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling