+17,564.5%
CAT vs B
+714.7%
+16,849.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.5% | -6.9% | -6.4% |
| 7D | -14.5% | +4.3% | -18.8% | -15.0% |
| 30D | -35.7% | -0.9% | -34.8% | -35.7% |
| 3M | -36.3% | -1.4% | -34.9% | -36.3% |
| 6M | -38.5% | +5.0% | -43.6% | -39.1% |
| YTD | -2.5% | -5.8% | +3.3% | -2.4% |
| 1Y | -1.9% | +25.6% | -27.5% | -4.8% |
| 3Y | +139.2% | +161.6% | -22.4% | +113.3% |
| 5Y | +192.1% | +135.2% | +56.9% | +160.8% |
| 10Y | +732.3% | +170.7% | +561.5% | +608.2% |
| All | +17,564.5% | +714.7% | +16,849.9% | +15,737.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling