+203.9%
CAT vs AU
+624.5%
-420.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.2% | +1.2% |
| 7D | +5.6% | -0.3% | +5.8% | +5.6% |
| 30D | -2.3% | +12.8% | -15.1% | -4.2% |
| 3M | -10.0% | +28.5% | -38.5% | -13.7% |
| 6M | +21.2% | +4.8% | +16.4% | +18.9% |
| YTD | +44.4% | +31.0% | +13.5% | +38.3% |
| 1Y | +96.3% | +81.4% | +14.9% | +82.7% |
| 3Y | +203.9% | +618.4% | -414.5% | +137.8% |
| All | +203.9% | +624.5% | -420.6% | +137.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling