+6,139.7%
CAT vs CME
+7,469.3%
-1,329.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +1.7% | -1.6% | +3.3% | +2.2% |
| 30D | -6.6% | +6.2% | -12.8% | -8.6% |
| 3M | -13.3% | +10.4% | -23.7% | -17.0% |
| 6M | +11.6% | -9.5% | +21.1% | +13.8% |
| YTD | +42.9% | +6.0% | +36.9% | +37.7% |
| 1Y | +95.4% | +9.3% | +86.2% | +85.5% |
| 3Y | +196.6% | +57.7% | +138.9% | +142.3% |
| 5Y | +321.7% | +77.7% | +244.0% | +224.9% |
| 10Y | +1,140.8% | +281.2% | +859.6% | +606.2% |
| All | +6,139.7% | +7,469.3% | -1,329.6% | +1,535.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling