-1.1%
CAT vs B
+25.9%
-27.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -10.3% | +9.6% | -19.9% | -13.0% |
| 30D | -31.2% | +3.5% | -34.7% | -31.9% |
| 3M | -34.7% | -1.6% | -33.1% | -34.8% |
| 6M | -39.5% | -1.7% | -37.8% | -40.0% |
| YTD | -1.7% | -5.3% | +3.7% | -2.9% |
| 1Y | -1.1% | +27.2% | -28.3% | -6.2% |
| All | -1.1% | +25.9% | -27.0% | -6.2% |
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