+95.4%
CAT vs CME
+8.4%
+87.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.6% |
| 7D | +1.7% | -1.6% | +3.3% | +1.0% |
| 30D | -6.6% | +6.2% | -12.8% | -3.7% |
| 3M | -13.3% | +10.4% | -23.7% | -7.6% |
| 6M | +11.6% | -9.5% | +21.1% | +11.7% |
| YTD | +42.9% | +6.0% | +36.9% | +52.8% |
| 1Y | +95.4% | +9.3% | +86.2% | +118.2% |
| All | +95.4% | +8.4% | +87.0% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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