+8.9%
CAT vs ALL
+42.7%
-33.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.9% | -8.1% | -4.0% |
| 7D | -17.1% | +7.5% | -24.7% | -14.3% |
| 30D | -30.1% | +19.7% | -49.9% | -24.7% |
| 3M | -32.4% | +2.9% | -35.3% | -31.0% |
| 6M | -32.1% | +23.5% | -55.6% | -25.6% |
| YTD | +4.1% | +31.1% | -27.0% | +14.7% |
| 1Y | +8.9% | +40.5% | -31.6% | +22.7% |
| All | +8.9% | +42.7% | -33.8% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling