+213.4%
CAT vs RSP
+50.5%
+162.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.0% |
| 7D | +1.7% | -0.3% | +2.0% | +2.3% |
| 30D | -24.6% | +4.4% | -29.0% | -28.4% |
| 3M | -28.5% | +1.3% | -29.8% | -29.7% |
| 6M | -34.8% | +10.0% | -44.8% | -41.7% |
| YTD | +5.9% | +17.6% | -11.7% | -11.7% |
| 1Y | +6.8% | +19.2% | -12.4% | -12.2% |
| 3Y | +161.1% | +66.0% | +95.0% | +53.5% |
| 5Y | +213.4% | +50.4% | +163.0% | +100.0% |
| All | +213.4% | +50.5% | +162.9% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling