+1,296.1%
CAT vs CAPR
-99.1%
+1,395.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.6% | -2.8% | -6.3% |
| 7D | -14.5% | +29.7% | -44.2% | -14.8% |
| 30D | -35.7% | +11.0% | -46.7% | -35.9% |
| 3M | -36.3% | +118.8% | -155.1% | -37.2% |
| 6M | -38.5% | -73.9% | +35.4% | -38.1% |
| YTD | -2.5% | -70.2% | +67.7% | -2.1% |
| 1Y | -1.9% | +38.3% | -40.2% | -6.4% |
| 3Y | +139.2% | +199.7% | -60.5% | +121.4% |
| 5Y | +192.1% | +130.6% | +61.6% | +169.1% |
| 10Y | +732.3% | -68.5% | +800.8% | +636.9% |
| All | +1,296.1% | -99.1% | +1,395.2% | +1,062.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling