-1.1%
CAT vs AR
+8.4%
-9.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.8% |
| 7D | -10.3% | -14.3% | +4.0% | -12.5% |
| 30D | -31.2% | +1.4% | -32.6% | -30.5% |
| 3M | -34.7% | +3.4% | -38.0% | -33.6% |
| 6M | -39.5% | -2.1% | -37.4% | -38.7% |
| YTD | -1.7% | +4.7% | -6.4% | -1.5% |
| 1Y | -1.1% | +10.6% | -11.7% | -1.3% |
| All | -1.1% | +8.4% | -9.5% | -1.3% |
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