+1,570.1%
CAT vs CF
+5,277.9%
-3,707.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.2% | -12.5% | -8.3% |
| 7D | -14.5% | +0.4% | -14.9% | -14.8% |
| 30D | -35.7% | +2.2% | -37.9% | -36.4% |
| 3M | -36.3% | +2.1% | -38.4% | -37.3% |
| 6M | -38.5% | -6.5% | -32.0% | -38.5% |
| YTD | -2.5% | +55.6% | -58.1% | -19.7% |
| 1Y | -1.9% | +42.3% | -44.2% | -17.0% |
| 3Y | +139.2% | +55.7% | +83.5% | +90.5% |
| 5Y | +192.1% | +122.4% | +69.7% | +95.6% |
| 10Y | +732.3% | +568.5% | +163.7% | +260.0% |
| All | +1,570.1% | +5,277.9% | -3,707.8% | +232.3% |
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