+162.4%
CAT vs COMP
-56.6%
+219.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -8.2% | +1.8% | -5.6% |
| 7D | -14.5% | -1.8% | -12.7% | -14.4% |
| 30D | -35.7% | -0.8% | -35.0% | -35.8% |
| 3M | -36.3% | -28.1% | -8.2% | -34.5% |
| 6M | -38.5% | +27.0% | -65.5% | -40.6% |
| YTD | -2.5% | -12.8% | +10.2% | -3.1% |
| 1Y | -1.9% | +4.9% | -6.8% | -4.3% |
| 3Y | +139.2% | +321.0% | -181.8% | +98.9% |
| 5Y | +192.1% | -25.6% | +217.7% | +157.4% |
| All | +162.4% | -56.6% | +219.0% | +138.8% |
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