+158.9%
CAT vs A
+67.3%
+91.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | +1.7% | -0.1% | +1.9% | +1.9% |
| 30D | -24.6% | +3.3% | -27.8% | -25.3% |
| 3M | -28.5% | +18.5% | -47.0% | -32.7% |
| 6M | -34.8% | +59.3% | -94.1% | -45.8% |
| YTD | +5.9% | +31.0% | -25.1% | -4.6% |
| 1Y | +6.8% | +19.3% | -12.5% | +0.3% |
| All | +158.9% | +67.3% | +91.6% | +119.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling