+725.3%
CAT vs RVTY
+206.3%
+519.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | -0.1% |
| 7D | -10.3% | -1.2% | -9.1% | -9.9% |
| 30D | -31.2% | +1.0% | -32.2% | -31.5% |
| 3M | -34.7% | +35.8% | -70.5% | -42.0% |
| 6M | -39.5% | +56.7% | -96.2% | -49.4% |
| YTD | -1.7% | +60.7% | -62.4% | -19.5% |
| 1Y | -1.1% | +73.7% | -74.8% | -21.5% |
| 3Y | +143.9% | +82.8% | +61.1% | +85.0% |
| 5Y | +194.8% | -7.0% | +201.8% | +177.1% |
| All | +725.3% | +206.3% | +519.0% | +288.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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