+9.3%
CAT vs RSP
+18.5%
-9.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -1.2% |
| 7D | +7.4% | +2.4% | +5.1% | +3.7% |
| 30D | -19.7% | +4.3% | -24.0% | -25.3% |
| 3M | -29.6% | -0.3% | -29.3% | -29.1% |
| 6M | -33.2% | +9.8% | -43.0% | -44.3% |
| YTD | +5.7% | +16.8% | -11.2% | -20.1% |
| 1Y | +9.3% | +19.5% | -10.2% | -19.6% |
| All | +9.3% | +18.5% | -9.1% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling