+16,256.1%
CAT vs CB
+7,167.0%
+9,089.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -6.1% |
| 7D | -14.5% | +2.6% | -17.1% | -15.3% |
| 30D | -35.7% | +11.2% | -46.9% | -38.3% |
| 3M | -36.3% | +5.7% | -42.0% | -37.8% |
| 6M | -38.5% | +15.9% | -54.5% | -42.4% |
| YTD | -2.5% | +20.2% | -22.7% | -10.1% |
| 1Y | -1.9% | +32.4% | -34.3% | -12.7% |
| 3Y | +139.2% | +75.5% | +63.7% | +89.5% |
| 5Y | +192.1% | +105.5% | +86.7% | +117.9% |
| 10Y | +732.3% | +258.5% | +473.8% | +403.0% |
| All | +16,256.1% | +7,167.0% | +9,089.2% | +4,529.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling