+183.3%
CAT vs CF
+120.6%
+62.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -10.3% | -3.2% | -7.1% | -9.9% |
| 30D | -31.2% | +4.3% | -35.5% | -31.7% |
| 3M | -34.7% | +2.8% | -37.5% | -35.2% |
| 6M | -39.5% | +0.6% | -40.1% | -40.0% |
| YTD | -1.7% | +56.6% | -58.3% | -13.6% |
| 1Y | -1.1% | +49.6% | -50.7% | -12.3% |
| 3Y | +143.9% | +61.5% | +82.4% | +106.2% |
| All | +183.3% | +120.6% | +62.7% | +126.8% |
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