+4,276.9%
CAT vs RSG
+2,259.5%
+2,017.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -6.3% | +2.0% | -8.3% | -7.0% |
| 30D | -26.8% | +14.2% | -41.0% | -30.3% |
| 3M | -30.0% | +15.8% | -45.8% | -33.9% |
| 6M | -34.6% | +24.6% | -59.1% | -40.2% |
| YTD | +2.9% | +18.2% | -15.3% | -4.5% |
| 1Y | +3.3% | +22.8% | -19.5% | -5.5% |
| 3Y | +153.7% | +62.4% | +91.3% | +107.2% |
| 5Y | +207.3% | +96.0% | +111.2% | +132.6% |
| 10Y | +674.0% | +448.5% | +225.5% | +313.1% |
| All | +4,276.9% | +2,259.5% | +2,017.4% | +1,406.5% |
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