+391.5%
CAT vs RVMD
+525.1%
-133.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.9% |
| 7D | +9.3% | -0.7% | +10.1% | +9.4% |
| 30D | -21.5% | -6.4% | -15.1% | -21.0% |
| 3M | -29.1% | -14.1% | -15.0% | -28.0% |
| 6M | -33.4% | +21.0% | -54.4% | -35.0% |
| YTD | +6.6% | +121.4% | -114.9% | -5.2% |
| 1Y | +6.5% | +167.9% | -161.4% | -7.5% |
| 3Y | +162.7% | +794.7% | -632.0% | +93.2% |
| 5Y | +214.2% | +437.2% | -222.9% | +131.6% |
| All | +391.5% | +525.1% | -133.6% | +212.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling