+326.0%
CAT vs AR
+143.7%
+182.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | +1.7% | +2.5% | -0.8% | +1.3% |
| 30D | -6.6% | +14.8% | -21.4% | -8.9% |
| 3M | -13.3% | +6.2% | -19.5% | -14.5% |
| 6M | +11.6% | +4.3% | +7.3% | +9.6% |
| YTD | +42.9% | +14.4% | +28.6% | +37.2% |
| 1Y | +95.4% | +21.3% | +74.1% | +84.0% |
| 3Y | +196.6% | +39.8% | +156.8% | +162.2% |
| All | +326.0% | +143.7% | +182.3% | +230.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling