+200.5%
CAT vs ARM
+349.4%
-148.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +1.1% |
| 7D | +1.7% | +5.5% | -3.7% | +0.9% |
| 30D | -6.6% | -8.2% | +1.6% | -5.4% |
| 3M | -13.3% | -35.9% | +22.6% | -8.3% |
| 6M | +11.6% | +103.1% | -91.5% | -1.7% |
| YTD | +42.9% | +130.6% | -87.7% | +23.5% |
| 1Y | +95.4% | +86.1% | +9.4% | +73.3% |
| All | +200.5% | +349.4% | -148.9% | +139.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling