+5.8%
CAT vs RSP
+19.2%
-13.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.3% | +4.9% | +3.6% |
| 7D | -2.4% | +0.4% | -2.8% | -3.0% |
| 30D | -25.0% | +3.7% | -28.7% | -29.6% |
| 3M | -28.7% | +0.8% | -29.5% | -29.7% |
| 6M | -33.0% | +9.1% | -42.1% | -43.4% |
| YTD | +5.4% | +16.7% | -11.3% | -20.5% |
| All | +5.8% | +19.2% | -13.4% | -21.6% |
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