+3,635.2%
CAT vs RSP
+1,132.2%
+2,503.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.9% | -3.5% | -3.1% |
| 7D | -14.5% | -1.4% | -13.0% | -13.1% |
| 30D | -35.7% | +2.1% | -37.9% | -37.4% |
| 3M | -36.3% | -0.9% | -35.4% | -35.8% |
| 6M | -38.5% | +7.5% | -46.1% | -43.5% |
| YTD | -2.5% | +14.6% | -17.1% | -16.0% |
| 1Y | -1.9% | +17.6% | -19.5% | -17.9% |
| 3Y | +139.2% | +60.8% | +78.4% | +42.5% |
| 5Y | +192.1% | +46.1% | +146.0% | +92.8% |
| 10Y | +732.3% | +221.4% | +510.9% | +129.1% |
| All | +3,635.2% | +1,132.2% | +2,503.0% | +143.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling