+25,808.1%
CAT vs CMS
+457.8%
+25,350.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | -6.6% | -3.6% | -3.0% | -5.6% |
| 3M | -13.3% | -1.9% | -11.4% | -13.1% |
| 6M | +11.6% | -11.0% | +22.6% | +14.9% |
| YTD | +42.9% | +0.2% | +42.8% | +42.4% |
| 1Y | +95.4% | -1.3% | +96.8% | +95.1% |
| 3Y | +196.6% | +35.9% | +160.7% | +168.6% |
| 5Y | +321.7% | +23.1% | +298.6% | +289.0% |
| 10Y | +1,140.8% | +117.9% | +1,022.9% | +860.5% |
| All | +25,808.1% | +457.8% | +25,350.3% | +13,215.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling