+164.8%
CAT vs COMP
-52.0%
+216.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.7% | -9.8% | -0.1% |
| 7D | -10.3% | +13.4% | -23.7% | -11.5% |
| 30D | -31.2% | +11.1% | -42.3% | -32.1% |
| 3M | -34.7% | -18.8% | -15.8% | -33.6% |
| 6M | -39.5% | +10.5% | -50.0% | -40.6% |
| YTD | -1.7% | -3.4% | +1.7% | -3.3% |
| 1Y | -1.1% | +19.7% | -20.8% | -4.8% |
| 3Y | +143.9% | +381.6% | -237.7% | +100.2% |
| 5Y | +194.8% | -17.6% | +212.4% | +157.1% |
| All | +164.8% | -52.0% | +216.8% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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