+210.1%
CAT vs CMS
+36.1%
+174.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.5% | +6.7% | +7.1% |
| 7D | -2.4% | -0.9% | -1.5% | -2.3% |
| 30D | -25.0% | +7.1% | -32.1% | -26.1% |
| 3M | -28.7% | -1.3% | -27.4% | -28.6% |
| 6M | -33.0% | -2.7% | -30.3% | -32.9% |
| YTD | +5.4% | +2.6% | +2.8% | +4.5% |
| 1Y | +7.3% | -2.0% | +9.3% | +7.3% |
| 3Y | +166.0% | +39.6% | +126.4% | +139.3% |
| 5Y | +210.1% | +35.3% | +174.8% | +184.0% |
| All | +210.1% | +36.1% | +174.0% | +184.0% |
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