+95.4%
CAT vs BR
-29.1%
+124.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | 0.0% |
| 7D | +1.7% | -5.3% | +7.0% | -1.1% |
| 30D | -6.6% | +6.4% | -13.0% | -3.2% |
| 3M | -13.3% | +13.6% | -26.9% | -5.4% |
| 6M | +11.6% | -6.7% | +18.3% | +11.3% |
| YTD | +42.9% | -21.1% | +64.0% | +34.4% |
| 1Y | +95.4% | -29.6% | +125.0% | +85.0% |
| All | +95.4% | -29.1% | +124.5% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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