+674.0%
CAT vs CME
+301.9%
+372.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.8% |
| 7D | -6.3% | +1.7% | -8.0% | -6.7% |
| 30D | -26.8% | +10.2% | -37.0% | -28.9% |
| 3M | -30.0% | +17.8% | -47.8% | -33.4% |
| 6M | -34.6% | +11.0% | -45.6% | -37.1% |
| YTD | +2.9% | +17.0% | -14.1% | -3.3% |
| 1Y | +3.3% | +15.8% | -12.5% | -2.7% |
| 3Y | +153.7% | +61.8% | +91.9% | +106.0% |
| 5Y | +207.3% | +72.5% | +134.8% | +138.2% |
| 10Y | +674.0% | +288.0% | +386.0% | +295.7% |
| All | +674.0% | +301.9% | +372.1% | +295.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling