+104.9%
CAT vs ARM
+197.2%
-92.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -13.1% | +6.7% | -4.2% |
| 7D | -14.5% | -27.1% | +12.6% | -9.9% |
| 30D | -35.7% | -44.9% | +9.2% | -29.3% |
| 3M | -36.3% | -39.3% | +3.0% | -31.4% |
| 6M | -38.5% | -20.2% | -18.4% | -37.5% |
| YTD | -2.5% | +52.5% | -55.1% | -10.4% |
| 1Y | -1.9% | +4.1% | -6.0% | -5.2% |
| 3Y | +139.2% | +211.7% | -72.5% | +96.6% |
| All | +104.9% | +197.2% | -92.3% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling