+13,047.1%
CAT vs ALL
+3,771.7%
+9,275.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.5% | -6.0% |
| 7D | -14.5% | +4.2% | -18.7% | -16.0% |
| 30D | -35.7% | +18.9% | -54.7% | -40.4% |
| 3M | -36.3% | +1.2% | -37.5% | -37.2% |
| 6M | -38.5% | +23.2% | -61.8% | -44.8% |
| YTD | -2.5% | +30.0% | -32.5% | -15.1% |
| 1Y | -1.9% | +39.6% | -41.5% | -17.2% |
| 3Y | +139.2% | +115.2% | +24.0% | +63.5% |
| 5Y | +192.1% | +156.2% | +35.9% | +81.2% |
| 10Y | +732.3% | +398.0% | +334.3% | +288.5% |
| All | +13,047.1% | +3,771.7% | +9,275.4% | +3,012.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling