+1,616.9%
BE vs CAT
+140.6%
+1,476.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +2.3% |
| 7D | -14.7% | -10.3% | -4.4% | -1.2% |
| 30D | -40.5% | -31.2% | -9.3% | -4.0% |
| 3M | -24.3% | -34.7% | +10.3% | +30.9% |
| 6M | -39.3% | -39.5% | +0.2% | +19.8% |
| YTD | +99.4% | -1.7% | +101.0% | +124.7% |
| 1Y | +26.6% | -1.1% | +27.7% | +45.5% |
| 3Y | +1,616.9% | +143.9% | +1,473.1% | +604.1% |
| All | +1,616.9% | +140.6% | +1,476.4% | +604.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 3y: compounded portfolio wealth divided by compounded CAT 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…
3y analysis · Full analysis span regression · 6 months rolling