+17,723.7%
CAT vs RVTY
+2,899.1%
+14,824.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.1% |
| 7D | -10.3% | -1.2% | -9.1% | -10.0% |
| 30D | -31.2% | +1.0% | -32.2% | -31.4% |
| 3M | -34.7% | +35.8% | -70.5% | -40.7% |
| 6M | -39.5% | +56.7% | -96.2% | -47.7% |
| YTD | -1.7% | +60.7% | -62.4% | -16.2% |
| 1Y | -1.1% | +73.7% | -74.8% | -17.8% |
| 3Y | +143.9% | +82.8% | +61.1% | +96.5% |
| 5Y | +194.8% | -7.0% | +201.8% | +180.6% |
| 10Y | +739.8% | +212.3% | +527.5% | +449.2% |
| All | +17,723.7% | +2,899.1% | +14,824.7% | +5,682.0% |
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