+688.6%
CAT vs RSP
+212.4%
+476.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -1.1% |
| 7D | +7.4% | +2.4% | +5.1% | +4.7% |
| 30D | -19.7% | +4.3% | -24.0% | -23.6% |
| 3M | -29.6% | -0.3% | -29.3% | -29.5% |
| 6M | -33.2% | +9.8% | -43.0% | -40.1% |
| YTD | +5.7% | +16.8% | -11.2% | -11.0% |
| 1Y | +9.3% | +19.5% | -10.2% | -10.1% |
| 3Y | +158.3% | +65.1% | +93.2% | +50.2% |
| 5Y | +211.6% | +48.7% | +162.9% | +102.6% |
| All | +688.6% | +212.4% | +476.3% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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