+6.5%
CAT vs B
+7.9%
-1.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.6% |
| 7D | +9.3% | -6.2% | +15.5% | +11.5% |
| 30D | -21.5% | -6.6% | -14.9% | -19.8% |
| 3M | -29.1% | -7.9% | -21.2% | -27.6% |
| 6M | -33.4% | -16.8% | -16.6% | -30.3% |
| YTD | +6.6% | -11.7% | +18.2% | +7.3% |
| 1Y | +6.5% | +3.5% | +3.0% | +4.1% |
| All | +6.5% | +7.9% | -1.4% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling