+203.9%
CAT vs RSG
+55.3%
+148.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | +5.6% | -0.7% | +6.3% | +5.4% |
| 30D | -2.3% | +3.3% | -5.6% | -1.9% |
| 3M | -10.0% | +8.5% | -18.5% | -9.4% |
| 6M | +21.2% | -3.5% | +24.8% | +22.6% |
| YTD | +44.4% | +5.5% | +39.0% | +45.2% |
| 1Y | +96.3% | -1.7% | +98.0% | +99.0% |
| 3Y | +203.9% | +56.9% | +147.0% | +191.4% |
| All | +203.9% | +55.3% | +148.7% | +191.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling