+166.0%
CAT vs ALL
+108.4%
+57.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.6% | +7.2% |
| 7D | -2.4% | -3.9% | +1.5% | -2.5% |
| 30D | -25.0% | +10.6% | -35.6% | -25.0% |
| 3M | -28.7% | -4.6% | -24.2% | -28.6% |
| 6M | -33.0% | +20.2% | -53.2% | -34.1% |
| YTD | +5.4% | +23.7% | -18.3% | +3.0% |
| 1Y | +7.3% | +27.9% | -20.6% | +4.1% |
| 3Y | +166.0% | +109.2% | +56.9% | +181.8% |
| All | +166.0% | +108.4% | +57.6% | +181.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling