+1,134.9%
CAT vs B
+194.1%
+940.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.0% |
| 7D | +1.7% | -1.6% | +3.3% | +1.9% |
| 30D | -6.6% | +9.4% | -16.0% | -7.7% |
| 3M | -13.3% | +5.0% | -18.3% | -14.0% |
| 6M | +11.6% | -3.5% | +15.2% | +11.4% |
| YTD | +42.9% | +4.5% | +38.5% | +41.5% |
| 1Y | +95.4% | +67.8% | +27.7% | +85.6% |
| 3Y | +196.6% | +196.7% | -0.1% | +167.8% |
| 5Y | +321.7% | +151.9% | +169.7% | +281.1% |
| All | +1,134.9% | +194.1% | +940.8% | +1,026.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling