+712.5%
CAT vs RSP
+222.0%
+490.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.3% | +4.9% | +4.6% |
| 7D | -2.4% | +0.4% | -2.8% | -2.8% |
| 30D | -25.0% | +3.7% | -28.7% | -28.2% |
| 3M | -28.7% | +0.8% | -29.5% | -29.5% |
| 6M | -33.0% | +9.1% | -42.1% | -39.4% |
| YTD | +5.4% | +16.7% | -11.3% | -11.1% |
| 1Y | +7.3% | +19.7% | -12.4% | -12.0% |
| 3Y | +166.0% | +66.7% | +99.3% | +53.1% |
| 5Y | +210.1% | +48.7% | +161.4% | +101.6% |
| 10Y | +712.5% | +215.6% | +497.0% | +121.3% |
| All | +712.5% | +222.0% | +490.6% | +121.3% |
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