+25,808.1%
CAT vs CI
+7,591.2%
+18,216.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.1% |
| 7D | +1.7% | +1.3% | +0.4% | +1.3% |
| 30D | -6.6% | +4.4% | -11.0% | -7.9% |
| 3M | -13.3% | +0.7% | -13.9% | -14.0% |
| 6M | +11.6% | +0.3% | +11.3% | +10.5% |
| YTD | +42.9% | +3.8% | +39.1% | +40.1% |
| 1Y | +95.4% | -5.5% | +100.9% | +94.6% |
| 3Y | +196.6% | +8.1% | +188.5% | +176.0% |
| 5Y | +321.7% | +42.8% | +278.9% | +255.4% |
| 10Y | +1,140.8% | +143.9% | +996.9% | +762.1% |
| All | +25,808.1% | +7,591.2% | +18,216.9% | +5,080.4% |
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