-1.1%
CAT vs RVTY
+69.5%
-70.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.2% |
| 7D | -10.3% | -1.2% | -9.1% | -10.0% |
| 30D | -31.2% | +1.0% | -32.2% | -31.2% |
| 3M | -34.7% | +35.8% | -70.5% | -39.3% |
| 6M | -39.5% | +56.7% | -96.2% | -46.4% |
| YTD | -1.7% | +60.7% | -62.4% | -17.4% |
| 1Y | -1.1% | +73.7% | -74.8% | -16.6% |
| All | -1.1% | +69.5% | -70.6% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling