+1,224.4%
CAT vs AR
-27.2%
+1,251.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.7% |
| 3M | -13.3% | +6.2% | -19.5% | -14.5% |
| 6M | +11.6% | +4.3% | +7.3% | +9.9% |
| YTD | +42.9% | +14.4% | +28.6% | +38.2% |
| 1Y | +95.4% | +21.3% | +74.1% | +86.2% |
| 3Y | +196.6% | +39.8% | +156.8% | +170.1% |
| 5Y | +321.7% | +142.1% | +179.6% | +242.8% |
| 10Y | +1,140.8% | +52.0% | +1,088.7% | +943.7% |
| All | +1,224.4% | -27.2% | +1,251.6% | +1,127.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling