+9.3%
CAT vs CF
+50.1%
-40.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.8% |
| 7D | +7.4% | +4.8% | +2.7% | +8.3% |
| 30D | -19.7% | +4.7% | -24.4% | -18.9% |
| 3M | -29.6% | +7.4% | -37.0% | -28.4% |
| 6M | -33.2% | +0.6% | -33.8% | -32.7% |
| YTD | +5.7% | +64.1% | -58.4% | +3.1% |
| 1Y | +9.3% | +51.4% | -42.1% | +6.6% |
| All | +9.3% | +50.1% | -40.7% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling