+166.0%
CAT vs CAPR
+242.0%
-76.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +9.4% | -2.2% | +7.1% |
| 7D | -2.4% | +36.0% | -38.5% | -2.7% |
| 30D | -25.0% | +25.8% | -50.8% | -25.2% |
| 3M | -28.7% | +140.8% | -169.6% | -29.6% |
| 6M | -33.0% | -67.6% | +34.6% | -32.7% |
| YTD | +5.4% | -65.9% | +71.3% | +5.7% |
| 1Y | +7.3% | +66.1% | -58.8% | +3.5% |
| 3Y | +166.0% | +256.9% | -90.8% | +124.0% |
| All | +166.0% | +242.0% | -76.0% | +124.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling