+121.6%
CAT vs ARM
+232.1%
-110.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +6.7% | +0.5% | +6.1% |
| 7D | -2.4% | -5.3% | +2.9% | -1.5% |
| 30D | -25.0% | -30.0% | +5.0% | -20.6% |
| 3M | -28.7% | -34.1% | +5.3% | -24.3% |
| 6M | -33.0% | -12.6% | -20.3% | -32.8% |
| YTD | +5.4% | +70.4% | -65.0% | -4.8% |
| 1Y | +7.3% | +22.3% | -15.0% | +1.1% |
| 3Y | +166.0% | +261.2% | -95.1% | +113.6% |
| All | +121.6% | +232.1% | -110.5% | +84.4% |
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