+712.5%
CAT vs A
+328.7%
+383.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.1% | +4.1% | +5.8% |
| 7D | -2.4% | +4.8% | -7.2% | -4.4% |
| 30D | -25.0% | +5.6% | -30.7% | -26.8% |
| 3M | -28.7% | +23.6% | -52.3% | -35.6% |
| 6M | -33.0% | +56.4% | -89.3% | -46.8% |
| YTD | +5.4% | +33.4% | -28.0% | -9.7% |
| 1Y | +7.3% | +23.7% | -16.4% | -4.7% |
| 3Y | +166.0% | +71.0% | +95.0% | +94.2% |
| 5Y | +210.1% | +16.8% | +193.3% | +167.6% |
| 10Y | +712.5% | +323.8% | +388.7% | +238.1% |
| All | +712.5% | +328.7% | +383.8% | +238.1% |
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