+9.3%
CAT vs AU
+6.3%
+3.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | +7.4% | -7.2% | +14.6% | +9.4% |
| 30D | -19.7% | -2.9% | -16.8% | -19.1% |
| 3M | -29.6% | -8.7% | -20.9% | -28.5% |
| 6M | -33.2% | -14.1% | -19.1% | -31.8% |
| YTD | +5.7% | +4.8% | +0.9% | +1.4% |
| 1Y | +9.3% | +11.9% | -2.5% | +2.5% |
| All | +9.3% | +6.3% | +3.0% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling