+725.3%
CAT vs ACWI
+219.0%
+506.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -10.3% | -2.4% | -7.9% | -7.8% |
| 30D | -31.2% | -5.2% | -26.0% | -26.6% |
| 3M | -34.7% | -4.8% | -29.8% | -30.5% |
| 6M | -39.5% | -1.3% | -38.2% | -38.0% |
| YTD | -1.7% | +8.4% | -10.0% | -9.1% |
| 1Y | -1.1% | +11.0% | -12.2% | -10.9% |
| 3Y | +143.9% | +70.6% | +73.3% | +36.8% |
| 5Y | +194.8% | +55.3% | +139.5% | +83.0% |
| All | +725.3% | +219.0% | +506.3% | +119.6% |
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