+803.0%
CAT vs AR
-32.8%
+835.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.8% | -3.6% | -5.9% |
| 7D | -14.5% | -11.7% | -2.8% | -12.8% |
| 30D | -35.7% | +1.8% | -37.6% | -35.9% |
| 3M | -36.3% | +6.0% | -42.3% | -37.1% |
| 6M | -38.5% | -7.0% | -31.5% | -38.3% |
| YTD | -2.5% | +5.6% | -8.1% | -4.8% |
| 1Y | -1.9% | +10.8% | -12.7% | -5.1% |
| 3Y | +139.2% | +19.3% | +119.9% | +123.4% |
| 5Y | +192.1% | +73.3% | +118.8% | +150.1% |
| 10Y | +732.3% | +47.6% | +684.7% | +601.1% |
| All | +803.0% | -32.8% | +835.8% | +745.7% |
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 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