-32.1%
CAT vs AS
-8.6%
-23.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.1% | -10.3% | -5.1% |
| 7D | -17.1% | +13.8% | -30.9% | -17.2% |
| 30D | -30.1% | +16.7% | -46.8% | -30.4% |
| 3M | -32.4% | -11.5% | -20.9% | -31.3% |
| 6M | -32.1% | -5.5% | -26.6% | -32.7% |
| All | -32.1% | -8.6% | -23.6% | -32.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling