+151.6%
CAT vs APA
+35.9%
+115.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.6% |
| 7D | -6.3% | -5.5% | -0.8% | -5.5% |
| 30D | -26.8% | -1.2% | -25.6% | -26.8% |
| 3M | -30.0% | +10.6% | -40.6% | -31.4% |
| 6M | -34.6% | +28.4% | -63.0% | -38.0% |
| YTD | +2.9% | +89.7% | -86.8% | -13.4% |
| 1Y | +3.3% | +90.6% | -87.3% | -13.5% |
| All | +151.6% | +35.9% | +115.7% | +116.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling