+725.3%
CAT vs CI
+166.5%
+558.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.7% |
| 7D | -10.3% | -1.6% | -8.7% | -9.9% |
| 30D | -31.2% | +5.4% | -36.6% | -32.6% |
| 3M | -34.7% | +7.3% | -41.9% | -36.5% |
| 6M | -39.5% | +5.3% | -44.8% | -41.3% |
| YTD | -1.7% | +8.5% | -10.1% | -5.7% |
| 1Y | -1.1% | +17.1% | -18.2% | -7.7% |
| 3Y | +143.9% | +1.4% | +142.4% | +128.4% |
| 5Y | +194.8% | +50.5% | +144.3% | +127.9% |
| All | +725.3% | +166.5% | +558.8% | +376.0% |
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