+700.3%
CAT vs AR
+58.9%
+641.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.7% |
| 7D | +1.7% | +2.1% | -0.3% | +1.5% |
| 30D | -24.6% | +4.5% | -29.1% | -25.1% |
| 3M | -28.5% | +1.0% | -29.5% | -28.7% |
| 6M | -34.8% | +4.4% | -39.2% | -35.6% |
| YTD | +5.9% | +10.9% | -5.0% | +2.9% |
| 1Y | +6.8% | +8.6% | -1.7% | +3.9% |
| 3Y | +161.1% | +48.5% | +112.6% | +136.8% |
| 5Y | +213.4% | +95.7% | +117.7% | +166.8% |
| 10Y | +700.3% | +55.5% | +644.9% | +635.4% |
| All | +700.3% | +58.9% | +641.4% | +635.4% |
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