+106.7%
CAT vs ARM
+211.3%
-104.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | +0.1% |
| 7D | -10.3% | -15.2% | +4.9% | -7.8% |
| 30D | -31.2% | -40.7% | +9.5% | -25.2% |
| 3M | -34.7% | -39.1% | +4.4% | -29.7% |
| 6M | -39.5% | -26.4% | -13.1% | -37.7% |
| YTD | -1.7% | +59.7% | -61.4% | -10.3% |
| 1Y | -1.1% | +10.3% | -11.5% | -5.3% |
| 3Y | +143.9% | +228.9% | -85.0% | +98.6% |
| All | +106.7% | +211.3% | -104.6% | +73.8% |
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