+95.4%
CAT vs AS
-21.9%
+117.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +0.9% |
| 7D | +1.7% | -4.9% | +6.6% | +2.9% |
| 30D | -6.6% | -19.6% | +13.0% | -1.8% |
| 3M | -13.3% | -14.4% | +1.1% | -10.8% |
| 6M | +11.6% | -20.1% | +31.7% | +15.1% |
| YTD | +42.9% | -20.9% | +63.9% | +47.0% |
| 1Y | +95.4% | -21.9% | +117.3% | +105.8% |
| All | +95.4% | -21.9% | +117.3% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling