+695.3%
CAT vs CI
+145.6%
+549.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.1% |
| 7D | +9.3% | -1.7% | +11.1% | +9.8% |
| 30D | -21.5% | +4.9% | -26.4% | -22.9% |
| 3M | -29.1% | +7.4% | -36.5% | -31.1% |
| 6M | -33.4% | +0.4% | -33.7% | -34.2% |
| YTD | +6.6% | +9.5% | -2.9% | +1.9% |
| 1Y | +6.5% | +12.0% | -5.4% | +1.1% |
| 3Y | +162.7% | +7.1% | +155.6% | +141.0% |
| 5Y | +214.2% | +49.3% | +164.9% | +144.7% |
| All | +695.3% | +145.6% | +549.7% | +425.2% |
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