+674.0%
CAT vs ALL
+372.0%
+302.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -3.5% |
| 7D | -6.3% | -0.1% | -6.2% | -6.4% |
| 30D | -26.8% | +13.8% | -40.6% | -31.0% |
| 3M | -30.0% | -2.8% | -27.3% | -29.9% |
| 6M | -34.6% | +23.7% | -58.3% | -42.0% |
| YTD | +2.9% | +27.3% | -24.4% | -10.7% |
| 1Y | +3.3% | +30.5% | -27.3% | -11.6% |
| 3Y | +153.7% | +113.0% | +40.7% | +61.2% |
| 5Y | +207.3% | +157.6% | +49.7% | +67.6% |
| 10Y | +674.0% | +368.4% | +305.6% | +199.0% |
| All | +674.0% | +372.0% | +302.0% | +199.0% |
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