+725.3%
CAT vs CME
+331.0%
+394.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -10.3% | +0.9% | -11.2% | -10.5% |
| 30D | -31.2% | +13.2% | -44.4% | -33.7% |
| 3M | -34.7% | +16.3% | -50.9% | -37.7% |
| 6M | -39.5% | +7.1% | -46.6% | -41.2% |
| YTD | -1.7% | +15.8% | -17.5% | -7.4% |
| 1Y | -1.1% | +17.1% | -18.2% | -7.4% |
| 3Y | +143.9% | +63.2% | +80.7% | +96.1% |
| 5Y | +194.8% | +70.2% | +124.6% | +128.2% |
| All | +725.3% | +331.0% | +394.3% | +255.7% |
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