+183.3%
CAT vs CAPR
+142.6%
+40.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.7% | +0.8% |
| 7D | -10.3% | +41.1% | -51.4% | -10.7% |
| 30D | -31.2% | +11.1% | -42.3% | -31.3% |
| 3M | -34.7% | +115.3% | -150.0% | -35.6% |
| 6M | -39.5% | -73.8% | +34.3% | -39.0% |
| YTD | -1.7% | -68.8% | +67.2% | -1.2% |
| 1Y | -1.1% | +43.3% | -44.4% | -5.3% |
| 3Y | +143.9% | +214.7% | -70.8% | +109.2% |
| All | +183.3% | +142.6% | +40.7% | +144.5% |
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