+166.0%
CAT vs CI
+6.0%
+160.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.7% | +6.5% | +7.2% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -25.0% | +4.7% | -29.7% | -25.2% |
| 3M | -28.7% | +5.2% | -33.9% | -28.9% |
| 6M | -33.0% | +3.8% | -36.8% | -33.2% |
| YTD | +5.4% | +9.2% | -3.8% | +4.7% |
| 1Y | +7.3% | +14.3% | -7.0% | +6.2% |
| 3Y | +166.0% | +8.4% | +157.6% | +166.9% |
| All | +166.0% | +6.0% | +160.0% | +166.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling