+5.8%
CAT vs ALL
+28.9%
-23.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.6% | +7.0% |
| 7D | -2.4% | -3.9% | +1.5% | -3.9% |
| 30D | -25.0% | +10.6% | -35.6% | -21.7% |
| 3M | -28.7% | -4.6% | -24.2% | -29.6% |
| 6M | -33.0% | +20.2% | -53.2% | -28.1% |
| YTD | +5.4% | +23.7% | -18.3% | +13.0% |
| All | +5.8% | +28.9% | -23.1% | +13.5% |
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