+688.6%
CAT vs ALL
+377.9%
+310.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +7.4% | +5.0% | +2.4% | +5.3% |
| 30D | -19.7% | +13.3% | -33.0% | -24.1% |
| 3M | -29.6% | +3.2% | -32.8% | -31.1% |
| 6M | -33.2% | +25.3% | -58.5% | -41.0% |
| YTD | +5.7% | +30.5% | -24.8% | -9.2% |
| 1Y | +9.3% | +29.2% | -19.9% | -5.7% |
| 3Y | +158.3% | +119.1% | +39.2% | +62.2% |
| 5Y | +211.6% | +162.6% | +49.0% | +68.8% |
| All | +688.6% | +377.9% | +310.7% | +205.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling