+11.6%
CAT vs ARM
+105.5%
-93.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +0.9% |
| 7D | +1.7% | +5.5% | -3.7% | +0.6% |
| 30D | -6.6% | -8.2% | +1.6% | -5.1% |
| 3M | -13.3% | -35.9% | +22.6% | -8.1% |
| 6M | +11.6% | +103.1% | -91.5% | -11.3% |
| All | +11.6% | +105.5% | -93.8% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling