+8.9%
CAT vs CAPR
+47.4%
-38.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +8.3% | -13.5% | -5.3% |
| 7D | -17.1% | +43.2% | -60.3% | -17.3% |
| 30D | -30.1% | +14.7% | -44.8% | -30.2% |
| 3M | -32.4% | +113.9% | -146.3% | -32.8% |
| 6M | -32.1% | -73.4% | +41.3% | -31.9% |
| YTD | +4.1% | -69.1% | +73.2% | +4.3% |
| 1Y | +8.9% | +47.2% | -38.3% | +8.0% |
| All | +8.9% | +47.4% | -38.5% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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