+95.4%
CAT vs ALL
+28.3%
+67.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +1.3% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -6.6% | -1.5% | -5.1% | -6.8% |
| 3M | -13.3% | +23.6% | -36.9% | -7.8% |
| 6M | +11.6% | +22.3% | -10.7% | +18.7% |
| YTD | +42.9% | +26.5% | +16.4% | +52.2% |
| 1Y | +95.4% | +27.0% | +68.4% | +112.6% |
| All | +95.4% | +28.3% | +67.1% | +112.6% |
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