+216.6%
CAT vs APA
+90.9%
+125.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.2% |
| 7D | +9.3% | +9.6% | -0.3% | +7.1% |
| 30D | -21.5% | -0.2% | -21.3% | -21.6% |
| 3M | -29.1% | +19.8% | -48.9% | -32.3% |
| 6M | -33.4% | +30.1% | -63.4% | -38.3% |
| YTD | +6.6% | +100.4% | -93.9% | -14.2% |
| 1Y | +6.5% | +105.2% | -98.7% | -15.1% |
| 3Y | +162.7% | +44.6% | +118.1% | +120.8% |
| All | +216.6% | +90.9% | +125.6% | +143.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling