-39.5%
CAT vs APA
+14.6%
-54.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +1.2% |
| 7D | -10.3% | -15.5% | +5.2% | -12.5% |
| 30D | -31.2% | +2.4% | -33.6% | -30.7% |
| 3M | -34.7% | +22.8% | -57.4% | -31.8% |
| 6M | -39.5% | +17.9% | -57.4% | -36.9% |
| All | -39.5% | +14.6% | -54.0% | -36.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling