-1.1%
CAT vs C
+19.8%
-20.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.6% |
| 7D | -10.3% | -2.4% | -7.9% | -9.0% |
| 30D | -31.2% | -6.0% | -25.2% | -28.7% |
| 3M | -34.7% | -10.5% | -24.1% | -30.3% |
| 6M | -39.5% | -5.7% | -33.8% | -37.2% |
| YTD | -1.7% | +4.1% | -5.8% | -5.1% |
| 1Y | -1.1% | +20.5% | -21.6% | -14.9% |
| All | -1.1% | +19.8% | -20.9% | -14.9% |
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