+1,134.9%
CAT vs ACWI
+228.2%
+906.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.8% |
| 7D | +1.7% | +0.5% | +1.2% | +1.1% |
| 30D | -6.6% | +0.9% | -7.4% | -7.5% |
| 3M | -13.3% | +2.4% | -15.7% | -15.2% |
| 6M | +11.6% | +12.4% | -0.8% | -1.7% |
| YTD | +42.9% | +15.2% | +27.8% | +22.8% |
| 1Y | +95.4% | +22.7% | +72.7% | +56.4% |
| 3Y | +196.6% | +75.8% | +120.8% | +60.0% |
| 5Y | +321.7% | +67.7% | +253.9% | +138.7% |
| All | +1,134.9% | +228.2% | +906.7% | +217.1% |
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