+213.9%
CAT vs CMS
+36.3%
+177.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | +7.4% | +1.7% | +5.7% | +7.1% |
| 30D | -19.7% | +6.2% | -25.9% | -20.7% |
| 3M | -29.6% | +0.6% | -30.2% | -29.7% |
| 6M | -33.2% | -1.8% | -31.4% | -33.2% |
| YTD | +5.7% | +3.8% | +1.8% | +4.5% |
| 1Y | +9.3% | -1.8% | +11.1% | +9.4% |
| 3Y | +158.3% | +39.8% | +118.5% | +132.0% |
| All | +213.9% | +36.3% | +177.6% | +185.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling