+94.6%
CAT vs RSG
-1.4%
+96.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.6% |
| 7D | +2.9% | 0.0% | +3.0% | +2.9% |
| 30D | -2.6% | +3.7% | -6.3% | -0.4% |
| 3M | -10.7% | +6.2% | -16.8% | -7.0% |
| 6M | +16.1% | -2.8% | +18.9% | +17.3% |
| YTD | +43.2% | +5.9% | +37.3% | +49.7% |
| All | +94.6% | -1.4% | +96.0% | +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