+17,723.7%
CAT vs APA
+860.5%
+16,863.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.2% |
| 7D | -10.3% | -15.5% | +5.2% | -6.4% |
| 30D | -31.2% | +2.4% | -33.6% | -31.8% |
| 3M | -34.7% | +22.8% | -57.4% | -38.5% |
| 6M | -39.5% | +17.9% | -57.4% | -43.1% |
| YTD | -1.7% | +87.7% | -89.3% | -19.5% |
| 1Y | -1.1% | +94.2% | -95.3% | -20.1% |
| 3Y | +143.9% | +27.2% | +116.6% | +111.7% |
| 5Y | +194.8% | +74.1% | +120.6% | +125.3% |
| 10Y | +739.8% | +2.6% | +737.1% | +473.9% |
| All | +17,723.7% | +860.5% | +16,863.3% | +8,944.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling