+688.6%
CAT vs AR
+57.4%
+631.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +7.4% | +7.4% | +0.1% | +6.3% |
| 30D | -19.7% | +5.8% | -25.4% | -20.4% |
| 3M | -29.6% | +5.2% | -34.8% | -30.3% |
| 6M | -33.2% | +5.4% | -38.6% | -34.1% |
| YTD | +5.7% | +12.4% | -6.8% | +2.4% |
| 1Y | +9.3% | +12.8% | -3.5% | +5.7% |
| 3Y | +158.3% | +47.2% | +111.1% | +134.6% |
| 5Y | +211.6% | +101.1% | +110.4% | +164.2% |
| All | +688.6% | +57.4% | +631.3% | +621.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling