+326.0%
CAT vs ALL
+118.4%
+207.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +2.0% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -6.6% | -1.5% | -5.1% | -6.4% |
| 3M | -13.3% | +23.6% | -36.9% | -18.5% |
| 6M | +11.6% | +22.3% | -10.7% | +5.0% |
| YTD | +42.9% | +26.5% | +16.4% | +32.7% |
| 1Y | +95.4% | +27.0% | +68.4% | +80.6% |
| 3Y | +196.6% | +149.6% | +47.0% | +108.7% |
| All | +326.0% | +118.4% | +207.6% | +209.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling