+17,564.5%
CAT vs C
+1,026.3%
+16,538.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.0% | -1.3% | -4.7% |
| 7D | -14.5% | -5.3% | -9.2% | -12.9% |
| 30D | -35.7% | -7.3% | -28.4% | -34.1% |
| 3M | -36.3% | -13.5% | -22.8% | -33.3% |
| 6M | -38.5% | -6.5% | -32.1% | -37.2% |
| YTD | -2.5% | +3.6% | -6.1% | -3.8% |
| 1Y | -1.9% | +18.9% | -20.8% | -7.3% |
| 3Y | +139.2% | +205.0% | -65.8% | +66.8% |
| 5Y | +192.1% | +109.4% | +82.8% | +127.5% |
| 10Y | +732.3% | +232.9% | +499.4% | +454.8% |
| All | +17,564.5% | +1,026.3% | +16,538.3% | +5,821.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling