+333.5%
CAT vs RVMD
+570.7%
-237.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | +5.6% | -1.2% | +6.8% | +5.7% |
| 30D | -2.3% | +1.1% | -3.4% | -2.5% |
| 3M | -10.0% | +39.6% | -49.6% | -13.2% |
| 6M | +21.2% | +110.7% | -89.4% | +10.9% |
| YTD | +44.4% | +160.3% | -115.8% | +27.8% |
| 1Y | +96.3% | +404.9% | -308.6% | +59.2% |
| 3Y | +203.9% | +545.5% | -341.5% | +133.9% |
| 5Y | +333.5% | +584.7% | -251.2% | +212.6% |
| All | +333.5% | +570.7% | -237.2% | +212.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling