+6.8%
CAT vs ALL
+30.4%
-23.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +3.1% |
| 7D | +1.7% | -2.6% | +4.3% | +0.7% |
| 30D | -24.6% | +12.7% | -37.3% | -20.5% |
| 3M | -28.5% | +0.4% | -28.9% | -27.8% |
| 6M | -34.8% | +23.8% | -58.6% | -29.1% |
| YTD | +5.9% | +27.8% | -21.9% | +15.1% |
| 1Y | +6.8% | +28.9% | -22.1% | +15.6% |
| All | +6.8% | +30.4% | -23.6% | +15.6% |
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