+677.7%
CAT vs C
+213.8%
+463.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -6.3% | -0.4% | -6.0% | -6.1% |
| 30D | -26.8% | -5.2% | -21.6% | -24.6% |
| 3M | -30.0% | -9.1% | -21.0% | -26.4% |
| 6M | -34.6% | -1.6% | -33.0% | -34.0% |
| YTD | +2.9% | +6.9% | -4.0% | -1.5% |
| 1Y | +3.3% | +23.0% | -19.7% | -8.4% |
| 3Y | +153.7% | +216.1% | -62.5% | +31.3% |
| 5Y | +207.3% | +112.2% | +95.0% | +93.5% |
| All | +677.7% | +213.8% | +463.9% | +286.4% |
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