+6,818.5%
CAT vs AU
+793.6%
+6,024.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.1% | +2.0% |
| 7D | +1.7% | -3.6% | +5.4% | +2.1% |
| 30D | -6.6% | +23.9% | -30.4% | -9.0% |
| 3M | -13.3% | +19.1% | -32.4% | -15.3% |
| 6M | +11.6% | -0.2% | +11.8% | +10.8% |
| YTD | +42.9% | +32.5% | +10.5% | +37.2% |
| 1Y | +95.4% | +96.9% | -1.5% | +79.4% |
| 3Y | +196.6% | +614.7% | -418.1% | +131.6% |
| 5Y | +321.7% | +647.7% | -326.1% | +220.6% |
| 10Y | +1,140.8% | +679.2% | +461.6% | +768.7% |
| All | +6,818.5% | +793.6% | +6,024.9% | +4,334.5% |
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 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