+19,095.1%
CAT vs RVTY
+2,959.8%
+16,135.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | +1.7% | -0.7% | +2.5% | +2.1% |
| 30D | -24.6% | +1.7% | -26.3% | -24.9% |
| 3M | -28.5% | +36.8% | -65.3% | -35.2% |
| 6M | -34.8% | +60.1% | -94.9% | -44.0% |
| YTD | +5.9% | +64.0% | -58.1% | -10.3% |
| 1Y | +6.8% | +68.2% | -61.4% | -10.3% |
| 3Y | +161.1% | +88.8% | +72.3% | +108.4% |
| 5Y | +213.4% | -10.5% | +224.0% | +202.0% |
| 10Y | +700.3% | +219.7% | +480.7% | +420.1% |
| All | +19,095.1% | +2,959.8% | +16,135.3% | +6,092.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling