+688.6%
CAT vs CI
+146.2%
+542.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.9% |
| 7D | +7.4% | +1.2% | +6.3% | +7.0% |
| 30D | -19.7% | +2.6% | -22.2% | -20.6% |
| 3M | -29.6% | +7.4% | -37.0% | -31.6% |
| 6M | -33.2% | -0.1% | -33.1% | -34.0% |
| YTD | +5.7% | +9.7% | -4.1% | +1.0% |
| 1Y | +9.3% | +12.1% | -2.8% | +3.7% |
| 3Y | +158.3% | +7.0% | +151.3% | +137.2% |
| 5Y | +211.6% | +49.7% | +161.9% | +142.5% |
| All | +688.6% | +146.2% | +542.4% | +420.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling