+552.1%
CAT vs RVMD
+620.8%
-68.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | +0.6% | -3.6% | +4.2% | +1.0% |
| 30D | -4.5% | -1.1% | -3.5% | -4.5% |
| 3M | -5.8% | +41.0% | -46.8% | -9.5% |
| 6M | +12.7% | +105.7% | -92.9% | +2.5% |
| YTD | +41.4% | +155.3% | -113.9% | +24.0% |
| 1Y | +92.1% | +402.7% | -310.7% | +53.8% |
| 3Y | +197.5% | +533.1% | -335.6% | +124.7% |
| 5Y | +327.9% | +583.5% | -255.6% | +205.9% |
| All | +552.1% | +620.8% | -68.7% | +308.4% |
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