+6,014.4%
CAT vs RSG
+2,015.5%
+3,998.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -4.3% | +4.0% | -8.3% | -5.7% |
| 3M | -8.6% | +7.4% | -16.0% | -11.4% |
| 6M | +16.1% | +0.1% | +16.0% | +14.8% |
| YTD | +43.8% | +6.0% | +37.7% | +39.2% |
| 1Y | +91.5% | -3.0% | +94.4% | +90.6% |
| 3Y | +202.7% | +56.5% | +146.2% | +151.1% |
| 5Y | +335.1% | +90.9% | +244.2% | +233.2% |
| 10Y | +1,161.7% | +428.7% | +733.0% | +586.5% |
| All | +6,014.4% | +2,015.5% | +3,998.8% | +2,095.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling