+712.5%
CAT vs CME
+320.1%
+392.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.7% | +7.3% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | -25.0% | +8.5% | -33.5% | -26.9% |
| 3M | -28.7% | +16.0% | -44.8% | -31.9% |
| 6M | -33.0% | +9.3% | -42.3% | -35.3% |
| YTD | +5.4% | +15.3% | -9.9% | -0.5% |
| 1Y | +7.3% | +14.4% | -7.1% | +1.3% |
| 3Y | +166.0% | +59.9% | +106.1% | +116.5% |
| 5Y | +210.1% | +69.4% | +140.7% | +141.5% |
| 10Y | +712.5% | +299.5% | +413.0% | +306.2% |
| All | +712.5% | +320.1% | +392.4% | +306.2% |
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 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