+332.7%
CAT vs AU
+688.4%
-355.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -0.9% |
| 7D | +2.9% | +0.6% | +2.3% | +2.8% |
| 30D | -2.6% | +12.3% | -14.9% | -4.2% |
| 3M | -10.7% | +29.4% | -40.0% | -14.0% |
| 6M | +16.1% | +3.2% | +12.9% | +14.4% |
| YTD | +43.2% | +31.8% | +11.4% | +37.3% |
| 1Y | +96.8% | +83.4% | +13.4% | +82.8% |
| 3Y | +201.4% | +623.1% | -421.7% | +138.3% |
| 5Y | +332.7% | +700.5% | -367.8% | +236.4% |
| All | +332.7% | +688.4% | -355.8% | +236.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling