+2,349.6%
CAT vs CF
+5,948.3%
-3,598.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +5.0% | +2.7% |
| 7D | +1.7% | +6.0% | -4.3% | -0.3% |
| 30D | -6.6% | +14.8% | -21.4% | -10.9% |
| 3M | -13.3% | +14.1% | -27.3% | -17.6% |
| 6M | +11.6% | +28.5% | -16.9% | -0.9% |
| YTD | +42.9% | +74.9% | -32.0% | +14.2% |
| 1Y | +95.4% | +61.7% | +33.7% | +59.1% |
| 3Y | +196.6% | +80.3% | +116.3% | +126.3% |
| 5Y | +321.7% | +226.0% | +95.7% | +148.7% |
| 10Y | +1,140.8% | +569.9% | +570.9% | +437.7% |
| All | +2,349.6% | +5,948.3% | -3,598.7% | +372.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling