+1,947.6%
CAT vs CAPR
-99.1%
+2,046.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.7% |
| 7D | +1.7% | -2.0% | +3.7% | +1.7% |
| 30D | -6.6% | +139.2% | -145.7% | -8.0% |
| 3M | -13.3% | -66.4% | +53.1% | -12.8% |
| 6M | +11.6% | -63.1% | +74.8% | +12.0% |
| YTD | +42.9% | -67.4% | +110.4% | +43.7% |
| 1Y | +95.4% | +58.2% | +37.2% | +86.1% |
| 3Y | +196.6% | +42.2% | +154.4% | +177.5% |
| 5Y | +321.7% | +87.3% | +234.4% | +289.9% |
| 10Y | +1,140.8% | -75.3% | +1,216.1% | +1,001.9% |
| All | +1,947.6% | -99.1% | +2,046.7% | +1,605.6% |
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