+5,057.2%
CAT vs AU
+617.7%
+4,439.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +1.1% |
| 7D | +9.3% | -1.1% | +10.4% | +9.4% |
| 30D | -21.5% | -4.4% | -17.1% | -21.2% |
| 3M | -29.1% | -10.0% | -19.1% | -28.5% |
| 6M | -33.4% | -14.5% | -18.9% | -32.6% |
| YTD | +6.6% | +6.4% | +0.2% | +4.7% |
| 1Y | +6.5% | +7.7% | -1.1% | +4.4% |
| 3Y | +162.7% | +514.1% | -351.4% | +109.1% |
| 5Y | +214.2% | +386.5% | -172.3% | +150.5% |
| 10Y | +705.2% | +851.3% | -146.1% | +448.0% |
| All | +5,057.2% | +617.7% | +4,439.4% | +3,283.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling