+207.3%
CAT vs CAPR
+151.3%
+56.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -9.9% | +7.6% | -2.3% |
| 7D | -6.3% | +7.6% | -14.0% | -6.4% |
| 30D | -26.8% | +13.3% | -40.1% | -27.0% |
| 3M | -30.0% | +130.4% | -160.4% | -31.1% |
| 6M | -34.6% | -70.8% | +36.2% | -34.1% |
| YTD | +2.9% | -69.3% | +72.2% | +3.4% |
| 1Y | +3.3% | +59.5% | -56.3% | -1.5% |
| 3Y | +153.7% | +216.8% | -63.1% | +117.8% |
| 5Y | +207.3% | +152.7% | +54.6% | +165.2% |
| All | +207.3% | +151.3% | +56.0% | +165.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling