+1,574.6%
BE vs CAT
+196.5%
+1,378.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.6% | +5.3% |
| 7D | +20.0% | +1.7% | +18.3% | +17.6% |
| 30D | +7.9% | -6.6% | +14.5% | +17.5% |
| 3M | -13.2% | -13.3% | +0.1% | +6.7% |
| 6M | +53.5% | +11.6% | +41.8% | +41.7% |
| YTD | +191.0% | +42.9% | +148.1% | +104.3% |
| 1Y | +360.5% | +95.4% | +265.1% | +152.0% |
| All | +1,574.6% | +196.5% | +1,378.1% | +493.0% |
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