+141.7%
CAT vs COMP
+309.8%
-168.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -8.2% | +1.8% | -5.4% |
| 7D | -14.5% | -1.8% | -12.7% | -14.3% |
| 30D | -35.7% | -0.8% | -35.0% | -35.8% |
| 3M | -36.3% | -28.1% | -8.2% | -34.0% |
| 6M | -38.5% | +27.0% | -65.5% | -41.2% |
| YTD | -2.5% | -12.8% | +10.2% | -3.6% |
| 1Y | -1.9% | +4.9% | -6.8% | -5.2% |
| All | +141.7% | +309.8% | -168.1% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling