+9.3%
CAT vs APA
+107.6%
-98.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -0.7% |
| 7D | +7.4% | +8.5% | -1.1% | +8.2% |
| 30D | -19.7% | +2.8% | -22.5% | -19.4% |
| 3M | -29.6% | +21.7% | -51.3% | -27.8% |
| 6M | -33.2% | +32.6% | -65.8% | -30.6% |
| YTD | +5.7% | +103.7% | -98.0% | +1.8% |
| 1Y | +9.3% | +101.8% | -92.5% | +5.7% |
| All | +9.3% | +107.6% | -98.3% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling