+1,050.4%
CAT vs ACWI
+330.1%
+720.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.8% | -2.6% | -1.9% |
| 7D | -14.5% | -4.0% | -10.5% | -10.3% |
| 30D | -35.7% | -5.8% | -29.9% | -31.0% |
| 3M | -36.3% | -5.0% | -31.3% | -32.2% |
| 6M | -38.5% | +0.7% | -39.2% | -38.5% |
| YTD | -2.5% | +8.4% | -11.0% | -9.9% |
| 1Y | -1.9% | +10.1% | -12.0% | -10.8% |
| 3Y | +139.2% | +70.8% | +68.4% | +33.2% |
| 5Y | +192.1% | +55.4% | +136.8% | +79.6% |
| 10Y | +732.3% | +223.3% | +509.0% | +123.4% |
| All | +1,050.4% | +330.1% | +720.3% | +115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling