+3.3%
CAT vs CME
+16.9%
-13.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -1.7% |
| 7D | -6.3% | +1.7% | -8.0% | -5.5% |
| 30D | -26.8% | +10.2% | -37.0% | -23.3% |
| 3M | -30.0% | +17.8% | -47.8% | -24.6% |
| 6M | -34.6% | +11.0% | -45.6% | -28.7% |
| YTD | +2.9% | +17.0% | -14.1% | +11.4% |
| 1Y | +3.3% | +15.8% | -12.5% | +10.9% |
| All | +3.3% | +16.9% | -13.6% | +10.9% |
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