+674.0%
CAT vs CMS
+134.3%
+539.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -6.3% | +0.5% | -6.8% | -6.4% |
| 30D | -26.8% | +7.4% | -34.2% | -28.3% |
| 3M | -30.0% | +1.9% | -31.9% | -30.5% |
| 6M | -34.6% | -2.3% | -32.3% | -34.5% |
| YTD | +2.9% | +3.0% | -0.1% | +1.5% |
| 1Y | +3.3% | -2.8% | +6.1% | +3.5% |
| 3Y | +153.7% | +37.9% | +115.8% | +125.6% |
| 5Y | +207.3% | +34.0% | +173.3% | +172.8% |
| 10Y | +674.0% | +138.1% | +535.9% | +606.7% |
| All | +674.0% | +134.3% | +539.7% | +606.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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