+213.4%
CAT vs COMP
-14.2%
+227.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.6% |
| 7D | +1.7% | +2.2% | -0.4% | +1.5% |
| 30D | -24.6% | +16.3% | -40.9% | -25.8% |
| 3M | -28.5% | -19.1% | -9.3% | -27.3% |
| 6M | -34.8% | +17.1% | -51.9% | -36.4% |
| YTD | +5.9% | -2.9% | +8.8% | +4.1% |
| 1Y | +6.8% | +8.8% | -2.0% | +3.8% |
| 3Y | +161.1% | +423.5% | -262.4% | +112.5% |
| 5Y | +213.4% | -10.5% | +223.9% | +172.4% |
| All | +213.4% | -14.2% | +227.7% | +172.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling