+326.0%
CAT vs CF
+227.0%
+99.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +5.0% | +2.2% |
| 7D | +1.7% | +6.0% | -4.3% | +0.8% |
| 30D | -6.6% | +14.8% | -21.4% | -8.7% |
| 3M | -13.3% | +14.1% | -27.3% | -15.4% |
| 6M | +11.6% | +28.5% | -16.9% | +4.0% |
| YTD | +42.9% | +74.9% | -32.0% | +23.6% |
| 1Y | +95.4% | +61.7% | +33.7% | +71.3% |
| 3Y | +196.6% | +80.3% | +116.3% | +146.6% |
| All | +326.0% | +227.0% | +99.0% | +187.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling