-1.1%
CAT vs ALL
+28.6%
-29.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | -1.0% |
| 7D | -10.3% | -1.9% | -8.3% | -10.9% |
| 30D | -31.2% | +13.8% | -45.0% | -27.4% |
| 3M | -34.7% | -7.0% | -27.7% | -36.1% |
| 6M | -39.5% | +18.0% | -57.5% | -35.1% |
| YTD | -1.7% | +24.2% | -25.9% | +5.7% |
| 1Y | -1.1% | +31.2% | -32.3% | +7.6% |
| All | -1.1% | +28.6% | -29.7% | +7.6% |
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