+19,212.2%
CAT vs AA
+220.7%
+18,991.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.2% |
| 7D | +9.3% | +5.3% | +4.0% | +7.3% |
| 30D | -21.5% | -2.3% | -19.2% | -20.8% |
| 3M | -29.1% | -20.8% | -8.3% | -22.9% |
| 6M | -33.4% | -39.8% | +6.5% | -20.7% |
| YTD | +6.6% | -23.3% | +29.8% | +13.3% |
| 1Y | +6.5% | +1.8% | +4.7% | +1.2% |
| 3Y | +162.7% | +69.5% | +93.1% | +88.9% |
| 5Y | +214.2% | -18.0% | +232.2% | +165.9% |
| 10Y | +705.2% | +45.7% | +659.6% | +318.0% |
| All | +19,212.2% | +220.7% | +18,991.5% | +4,854.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 all: compounded portfolio wealth divided by compounded AA 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…
all analysis · Full analysis span regression · 6 months rolling