+677.7%
CAT vs A
+311.0%
+366.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -1.8% |
| 7D | -6.3% | +1.4% | -7.7% | -6.8% |
| 30D | -26.8% | +4.3% | -31.1% | -28.1% |
| 3M | -30.0% | +19.8% | -49.8% | -35.9% |
| 6M | -34.6% | +54.4% | -89.0% | -47.7% |
| YTD | +2.9% | +31.7% | -28.8% | -11.4% |
| 1Y | +3.3% | +22.4% | -19.2% | -7.8% |
| 3Y | +153.7% | +67.7% | +86.0% | +87.0% |
| 5Y | +207.3% | +15.7% | +191.5% | +166.2% |
| All | +677.7% | +311.0% | +366.7% | +229.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling