+88.0%
CAT vs AS
+134.9%
-46.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -10.3% | +6.9% | -17.2% | -11.5% |
| 30D | -31.2% | +16.0% | -47.2% | -33.4% |
| 3M | -34.7% | -12.8% | -21.8% | -33.1% |
| 6M | -39.5% | -15.4% | -24.1% | -37.8% |
| YTD | -1.7% | -15.7% | +14.1% | +0.5% |
| 1Y | -1.1% | +6.1% | -7.2% | -3.3% |
| All | +88.0% | +134.9% | -46.9% | +57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling