+192.1%
CAT vs ACWI
+55.1%
+137.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.8% | -2.6% | -1.9% |
| 7D | -14.5% | -4.0% | -10.5% | -10.2% |
| 30D | -35.7% | -5.8% | -29.9% | -30.9% |
| 3M | -36.3% | -5.0% | -31.3% | -32.1% |
| 6M | -38.5% | +0.7% | -39.2% | -38.4% |
| YTD | -2.5% | +8.4% | -11.0% | -9.5% |
| 1Y | -1.9% | +10.1% | -12.0% | -10.3% |
| 3Y | +139.2% | +70.8% | +68.4% | +42.6% |
| 5Y | +192.1% | +55.4% | +136.8% | +83.7% |
| All | +192.1% | +55.1% | +137.1% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling