+158.3%
CAT vs APA
+45.9%
+112.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -1.1% |
| 7D | +7.4% | +8.5% | -1.1% | +6.1% |
| 30D | -19.7% | +2.8% | -22.5% | -20.1% |
| 3M | -29.6% | +21.7% | -51.3% | -32.0% |
| 6M | -33.2% | +32.6% | -65.8% | -36.8% |
| YTD | +5.7% | +103.7% | -98.0% | -12.0% |
| 1Y | +9.3% | +101.8% | -92.5% | -9.0% |
| 3Y | +158.3% | +48.1% | +110.3% | +120.0% |
| All | +158.3% | +45.9% | +112.4% | +120.0% |
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