+92.1%
CAT vs BR
-31.2%
+123.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +0.6% | -6.0% | +6.6% | -2.5% |
| 30D | -4.5% | -0.9% | -3.7% | -4.7% |
| 3M | -5.8% | +16.4% | -22.2% | +4.2% |
| 6M | +12.7% | -8.2% | +20.9% | +11.4% |
| YTD | +41.4% | -23.2% | +64.6% | +31.1% |
| 1Y | +92.1% | -30.9% | +123.0% | +78.6% |
| All | +92.1% | -31.2% | +123.3% | +78.6% |
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