+1,110.7%
CAT vs A
+246.7%
+864.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +1.7% | -1.9% | +3.6% | +2.6% |
| 30D | -6.6% | +6.9% | -13.5% | -9.7% |
| 3M | -13.3% | +9.2% | -22.5% | -17.3% |
| 6M | +11.6% | +25.7% | -14.1% | -1.8% |
| YTD | +42.9% | +11.5% | +31.4% | +33.2% |
| 1Y | +95.4% | +18.4% | +77.1% | +75.7% |
| 3Y | +196.6% | +26.6% | +170.0% | +150.2% |
| 5Y | +321.7% | -12.8% | +334.5% | +324.3% |
| All | +1,110.7% | +246.7% | +864.0% | +432.6% |
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