+712.5%
CAT vs APA
+0.9%
+711.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.2% | +7.4% | +7.2% |
| 7D | -2.4% | -8.7% | +6.3% | -0.4% |
| 30D | -25.0% | -2.4% | -22.6% | -24.8% |
| 3M | -28.7% | +19.0% | -47.7% | -31.9% |
| 6M | -33.0% | +26.8% | -59.8% | -37.4% |
| YTD | +5.4% | +87.3% | -81.9% | -11.4% |
| 1Y | +7.3% | +92.3% | -85.0% | -10.7% |
| 3Y | +166.0% | +37.3% | +128.8% | +130.9% |
| 5Y | +210.1% | +73.2% | +136.9% | +147.3% |
| 10Y | +712.5% | -0.9% | +713.4% | +526.5% |
| All | +712.5% | +0.9% | +711.7% | +526.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling