+17,564.5%
CAT vs CI
+8,153.0%
+9,411.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.3% | -5.1% | -6.0% |
| 7D | -14.5% | +1.0% | -15.5% | -14.8% |
| 30D | -35.7% | +9.9% | -45.6% | -37.7% |
| 3M | -36.3% | +12.1% | -48.4% | -38.8% |
| 6M | -38.5% | +10.6% | -49.1% | -41.1% |
| YTD | -2.5% | +11.4% | -13.9% | -6.9% |
| 1Y | -1.9% | +18.8% | -20.7% | -8.2% |
| 3Y | +139.2% | +2.9% | +136.3% | +125.6% |
| 5Y | +192.1% | +54.5% | +137.6% | +139.6% |
| 10Y | +732.3% | +175.7% | +556.5% | +456.2% |
| All | +17,564.5% | +8,153.0% | +9,411.6% | +3,344.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling