+1,123.7%
CAT vs AU
+694.8%
+428.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | -1.0% |
| 7D | +0.6% | -7.0% | +7.6% | +1.1% |
| 30D | -4.5% | +7.3% | -11.8% | -5.1% |
| 3M | -5.8% | +33.2% | -39.0% | -7.9% |
| 6M | +12.7% | -0.6% | +13.4% | +12.1% |
| YTD | +41.4% | +26.2% | +15.2% | +38.7% |
| 1Y | +92.1% | +68.3% | +23.8% | +85.6% |
| 3Y | +197.5% | +592.1% | -394.7% | +167.1% |
| 5Y | +327.9% | +685.3% | -357.3% | +278.9% |
| All | +1,123.7% | +694.8% | +428.9% | +1,028.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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