-38.5%
CAT vs C
-5.2%
-33.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.0% | -1.3% | -3.0% |
| 7D | -14.5% | -5.3% | -9.2% | -11.2% |
| 30D | -35.7% | -7.3% | -28.4% | -32.4% |
| 3M | -36.3% | -13.5% | -22.8% | -29.8% |
| 6M | -38.5% | -6.5% | -32.1% | -35.1% |
| All | -38.5% | -5.2% | -33.3% | -35.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling