+183.3%
CAT vs CB
+101.1%
+82.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.4% |
| 7D | -10.3% | +0.2% | -10.5% | -10.4% |
| 30D | -31.2% | +9.1% | -40.3% | -33.1% |
| 3M | -34.7% | +3.4% | -38.1% | -35.5% |
| 6M | -39.5% | +14.1% | -53.6% | -42.8% |
| YTD | -1.7% | +18.0% | -19.7% | -8.7% |
| 1Y | -1.1% | +30.1% | -31.3% | -12.2% |
| 3Y | +143.9% | +71.8% | +72.1% | +81.4% |
| All | +183.3% | +101.1% | +82.1% | +85.6% |
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