+214.2%
CAT vs AR
+101.6%
+112.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.4% |
| 7D | +9.3% | +6.4% | +2.9% | +8.2% |
| 30D | -21.5% | +3.1% | -24.6% | -21.9% |
| 3M | -29.1% | +3.3% | -32.4% | -29.6% |
| 6M | -33.4% | +6.6% | -39.9% | -34.5% |
| YTD | +6.6% | +12.3% | -5.8% | +2.5% |
| 1Y | +6.5% | +12.3% | -5.8% | +2.2% |
| 3Y | +162.7% | +50.4% | +112.2% | +128.6% |
| 5Y | +214.2% | +101.0% | +113.2% | +170.4% |
| All | +214.2% | +101.6% | +112.6% | +170.4% |
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 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