+725.3%
CAT vs CF
+561.7%
+163.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | -10.3% | -3.2% | -7.1% | -9.6% |
| 30D | -31.2% | +4.3% | -35.5% | -32.3% |
| 3M | -34.7% | +2.8% | -37.5% | -35.8% |
| 6M | -39.5% | +0.6% | -40.1% | -40.7% |
| YTD | -1.7% | +56.6% | -58.3% | -19.8% |
| 1Y | -1.1% | +49.6% | -50.7% | -18.3% |
| 3Y | +143.9% | +61.5% | +82.4% | +89.0% |
| 5Y | +194.8% | +124.0% | +70.8% | +86.6% |
| All | +725.3% | +561.7% | +163.6% | +230.2% |
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