+204.5%
CAT vs CI
+53.0%
+151.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -2.7% |
| 7D | -6.3% | +2.6% | -8.9% | -6.6% |
| 30D | -26.8% | +7.3% | -34.1% | -27.6% |
| 3M | -30.0% | +9.5% | -39.5% | -31.1% |
| 6M | -34.6% | +6.4% | -41.0% | -35.4% |
| YTD | +2.9% | +12.0% | -9.1% | +0.6% |
| 1Y | +3.3% | +20.1% | -16.8% | -0.2% |
| 3Y | +153.7% | +9.6% | +144.1% | +143.1% |
| All | +204.5% | +53.0% | +151.6% | +157.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling