+6.8%
CAT vs CI
+18.5%
-11.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +2.9% |
| 7D | +1.7% | -1.3% | +3.0% | +1.7% |
| 30D | -24.6% | +6.4% | -31.0% | -24.4% |
| 3M | -28.5% | +10.7% | -39.2% | -28.6% |
| 6M | -34.8% | +5.5% | -40.3% | -34.5% |
| YTD | +5.9% | +11.4% | -5.5% | +5.0% |
| 1Y | +6.8% | +15.0% | -8.2% | +5.4% |
| All | +6.8% | +18.5% | -11.6% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling