+326.0%
CAT vs CB
+99.7%
+226.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.3% |
| 7D | +1.7% | +0.5% | +1.2% | +1.5% |
| 30D | -6.6% | -3.1% | -3.5% | -5.7% |
| 3M | -13.3% | +9.0% | -22.2% | -16.9% |
| 6M | +11.6% | +2.9% | +8.8% | +9.4% |
| YTD | +42.9% | +10.1% | +32.8% | +35.8% |
| 1Y | +95.4% | +22.8% | +72.6% | +76.1% |
| 3Y | +196.6% | +73.8% | +122.8% | +114.5% |
| All | +326.0% | +99.7% | +226.3% | +175.8% |
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