+559.4%
CAT vs RVMD
+644.5%
-85.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +1.7% | +1.0% | +0.7% | +1.6% |
| 30D | -6.6% | +6.4% | -13.0% | -7.3% |
| 3M | -13.3% | +34.9% | -48.2% | -16.3% |
| 6M | +11.6% | +107.6% | -95.9% | +1.4% |
| YTD | +42.9% | +163.7% | -120.7% | +24.9% |
| 1Y | +95.4% | +439.2% | -343.8% | +55.1% |
| 3Y | +196.6% | +499.2% | -302.6% | +125.7% |
| 5Y | +321.7% | +621.7% | -300.1% | +199.3% |
| All | +559.4% | +644.5% | -85.1% | +311.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling