+192.1%
CAT vs CB
+107.2%
+85.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -6.2% |
| 7D | -14.5% | +2.6% | -17.1% | -15.1% |
| 30D | -35.7% | +11.2% | -46.9% | -37.9% |
| 3M | -36.3% | +5.7% | -42.0% | -37.5% |
| 6M | -38.5% | +15.9% | -54.5% | -42.2% |
| YTD | -2.5% | +20.2% | -22.7% | -9.9% |
| 1Y | -1.9% | +32.4% | -34.3% | -13.3% |
| 3Y | +139.2% | +75.5% | +63.7% | +77.0% |
| 5Y | +192.1% | +105.5% | +86.7% | +92.1% |
| All | +192.1% | +107.2% | +85.0% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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