+210.1%
CAT vs C
+113.1%
+97.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.5% | +4.8% | +5.8% |
| 7D | -2.4% | -0.9% | -1.5% | -1.8% |
| 30D | -25.0% | -5.4% | -19.6% | -22.7% |
| 3M | -28.7% | -9.2% | -19.6% | -24.9% |
| 6M | -33.0% | -1.8% | -31.2% | -32.3% |
| YTD | +5.4% | +6.7% | -1.3% | +1.1% |
| 1Y | +7.3% | +23.5% | -16.3% | -5.1% |
| 3Y | +166.0% | +219.8% | -53.7% | +36.3% |
| 5Y | +210.1% | +112.4% | +97.7% | +98.5% |
| All | +210.1% | +113.1% | +97.0% | +98.5% |
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