+326.0%
CAT vs B
+153.8%
+172.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.2% |
| 7D | +1.7% | -1.6% | +3.3% | +2.0% |
| 30D | -6.6% | +9.4% | -16.0% | -8.5% |
| 3M | -13.3% | +5.0% | -18.3% | -14.6% |
| 6M | +11.6% | -3.5% | +15.2% | +11.2% |
| YTD | +42.9% | +4.5% | +38.5% | +40.2% |
| 1Y | +95.4% | +67.8% | +27.7% | +77.7% |
| 3Y | +196.6% | +196.7% | -0.1% | +143.5% |
| All | +326.0% | +153.8% | +172.2% | +249.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling