+1,134.9%
CAT vs CF
+569.3%
+565.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +5.0% | +2.7% |
| 7D | +1.7% | +6.0% | -4.3% | -0.2% |
| 30D | -6.6% | +14.8% | -21.4% | -10.7% |
| 3M | -13.3% | +14.1% | -27.3% | -17.4% |
| 6M | +11.6% | +28.5% | -16.9% | -0.9% |
| YTD | +42.9% | +74.9% | -32.0% | +13.6% |
| 1Y | +95.4% | +61.7% | +33.7% | +58.5% |
| 3Y | +196.6% | +80.3% | +116.3% | +123.6% |
| 5Y | +321.7% | +226.0% | +95.7% | +132.5% |
| All | +1,134.9% | +569.3% | +565.6% | +416.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling