+326.0%
CAT vs C
+128.9%
+197.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | +1.7% | +3.6% | -1.9% | -0.3% |
| 30D | -6.6% | +0.1% | -6.6% | -6.7% |
| 3M | -13.3% | +2.4% | -15.7% | -14.4% |
| 6M | +11.6% | +24.9% | -13.3% | -1.3% |
| YTD | +42.9% | +19.8% | +23.1% | +28.5% |
| 1Y | +95.4% | +44.9% | +50.6% | +57.4% |
| 3Y | +196.6% | +263.0% | -66.4% | +40.1% |
| All | +326.0% | +128.9% | +197.1% | +160.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling