+173.2%
CAT vs AS
+120.4%
+52.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +1.0% |
| 7D | +1.7% | -4.9% | +6.6% | +2.7% |
| 30D | -6.6% | -19.6% | +13.0% | -2.5% |
| 3M | -13.3% | -14.4% | +1.1% | -11.0% |
| 6M | +11.6% | -20.1% | +31.7% | +15.9% |
| YTD | +42.9% | -20.9% | +63.9% | +48.3% |
| 1Y | +95.4% | -21.9% | +117.3% | +102.8% |
| All | +173.2% | +120.4% | +52.9% | +131.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling