+9.3%
CAT vs CAPR
+63.5%
-54.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.9% | +6.1% | -0.8% |
| 7D | +7.4% | +5.9% | +1.6% | +7.4% |
| 30D | -19.7% | +44.6% | -64.3% | -19.9% |
| 3M | -29.6% | +126.4% | -156.0% | -30.1% |
| 6M | -33.2% | -68.6% | +35.4% | -33.0% |
| YTD | +5.7% | -67.0% | +72.6% | +5.9% |
| 1Y | +9.3% | +65.2% | -55.8% | +8.4% |
| All | +9.3% | +63.5% | -54.1% | +8.4% |
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