+674.0%
CAT vs ACWI
+220.7%
+453.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.8% |
| 7D | -6.3% | -0.2% | -6.1% | -6.0% |
| 30D | -26.8% | -3.3% | -23.5% | -23.6% |
| 3M | -30.0% | -3.4% | -26.6% | -26.8% |
| 6M | -34.6% | +0.8% | -35.4% | -34.6% |
| YTD | +2.9% | +10.7% | -7.8% | -7.1% |
| 1Y | +3.3% | +11.6% | -8.3% | -7.5% |
| 3Y | +153.7% | +73.4% | +80.3% | +39.7% |
| 5Y | +207.3% | +60.2% | +147.1% | +84.2% |
| 10Y | +674.0% | +221.6% | +452.4% | +102.0% |
| All | +674.0% | +220.7% | +453.3% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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