+695.3%
CAT vs C
+216.7%
+478.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +9.3% | +4.7% | +4.6% | +6.7% |
| 30D | -21.5% | +0.2% | -21.7% | -21.5% |
| 3M | -29.1% | -9.3% | -19.8% | -25.2% |
| 6M | -33.4% | -0.8% | -32.5% | -33.1% |
| YTD | +6.6% | +8.5% | -2.0% | +1.2% |
| 1Y | +6.5% | +23.1% | -16.6% | -5.6% |
| 3Y | +162.7% | +220.8% | -58.1% | +34.8% |
| 5Y | +214.2% | +112.4% | +101.8% | +97.7% |
| All | +695.3% | +216.7% | +478.6% | +296.9% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 10y: compounded portfolio wealth divided by compounded C 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…
10y analysis · Full analysis span regression · 6 months rolling