+3,668.9%
CAT vs RSP
+1,127.6%
+2,541.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.3% |
| 7D | -10.3% | -1.0% | -9.3% | -9.3% |
| 30D | -31.2% | +2.6% | -33.8% | -33.4% |
| 3M | -34.7% | -0.8% | -33.9% | -34.3% |
| 6M | -39.5% | +6.3% | -45.8% | -43.6% |
| YTD | -1.7% | +14.1% | -15.8% | -14.9% |
| 1Y | -1.1% | +18.0% | -19.1% | -17.6% |
| 3Y | +143.9% | +61.0% | +82.8% | +45.0% |
| 5Y | +194.8% | +45.6% | +149.2% | +95.3% |
| 10Y | +739.8% | +220.2% | +519.6% | +132.1% |
| All | +3,668.9% | +1,127.6% | +2,541.3% | +147.1% |
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