+6.5%
CAT vs C
+25.1%
-18.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +9.3% | +4.7% | +4.6% | +6.3% |
| 30D | -21.5% | +0.2% | -21.7% | -21.6% |
| 3M | -29.1% | -9.3% | -19.8% | -25.0% |
| 6M | -33.4% | -0.8% | -32.5% | -32.7% |
| YTD | +6.6% | +8.5% | -2.0% | +0.3% |
| 1Y | +6.5% | +23.1% | -16.6% | -9.9% |
| All | +6.5% | +25.1% | -18.6% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling