+688.6%
CAT vs ACWI
+224.5%
+464.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.5% |
| 7D | +7.4% | +2.4% | +5.0% | +4.5% |
| 30D | -19.7% | -1.7% | -18.0% | -17.8% |
| 3M | -29.6% | -3.9% | -25.7% | -25.9% |
| 6M | -33.2% | +0.8% | -34.0% | -33.2% |
| YTD | +5.7% | +11.0% | -5.4% | -4.9% |
| 1Y | +9.3% | +13.1% | -3.7% | -3.5% |
| 3Y | +158.3% | +73.9% | +84.4% | +41.8% |
| 5Y | +211.6% | +59.0% | +152.5% | +88.3% |
| All | +688.6% | +224.5% | +464.2% | +101.3% |
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