+122.1%
CAT vs ARM
+239.6%
-117.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | 0.0% |
| 7D | +7.4% | +9.1% | -1.7% | +5.8% |
| 30D | -19.7% | -19.9% | +0.3% | -16.9% |
| 3M | -29.6% | -31.6% | +2.0% | -25.7% |
| 6M | -33.2% | -13.9% | -19.3% | -33.0% |
| YTD | +5.7% | +74.3% | -68.6% | -5.1% |
| 1Y | +9.3% | +35.8% | -26.4% | +1.5% |
| 3Y | +158.3% | +268.6% | -110.3% | +106.5% |
| All | +122.1% | +239.6% | -117.5% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 10y: compounded portfolio wealth divided by compounded ARM 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…
10y analysis · Full analysis span regression · 6 months rolling