+712.5%
CAT vs CI
+158.0%
+554.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.7% | +6.5% | +7.0% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -25.0% | +4.7% | -29.7% | -26.3% |
| 3M | -28.7% | +5.2% | -33.9% | -30.3% |
| 6M | -33.0% | +3.8% | -36.8% | -34.6% |
| YTD | +5.4% | +9.2% | -3.8% | +1.0% |
| 1Y | +7.3% | +14.3% | -7.0% | +1.1% |
| 3Y | +166.0% | +8.4% | +157.6% | +142.9% |
| 5Y | +210.1% | +50.0% | +160.1% | +141.0% |
| 10Y | +712.5% | +142.2% | +570.3% | +437.6% |
| All | +712.5% | +158.0% | +554.5% | +437.6% |
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