+8.9%
CAT vs AR
+14.7%
-5.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.3% | +1.0% | -6.2% |
| 7D | -17.1% | -11.1% | -6.0% | -18.8% |
| 30D | -30.1% | +7.9% | -38.0% | -28.7% |
| 3M | -32.4% | +4.9% | -37.3% | -31.2% |
| 6M | -32.1% | -5.3% | -26.8% | -31.7% |
| YTD | +4.1% | +8.6% | -4.5% | +4.9% |
| 1Y | +8.9% | +13.7% | -4.8% | +9.7% |
| All | +8.9% | +14.7% | -5.8% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling