+180.3%
CAT vs COMP
-52.8%
+233.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +7.7% | -13.0% | -6.0% |
| 7D | -17.1% | +9.5% | -26.6% | -17.9% |
| 30D | -30.1% | +8.1% | -38.2% | -30.8% |
| 3M | -32.4% | -16.3% | -16.0% | -31.5% |
| 6M | -32.1% | +42.2% | -74.3% | -35.2% |
| YTD | +4.1% | -5.0% | +9.1% | +2.6% |
| 1Y | +8.9% | +20.1% | -11.2% | +4.9% |
| 3Y | +155.5% | +358.4% | -203.0% | +110.7% |
| 5Y | +215.5% | -21.9% | +237.5% | +176.5% |
| All | +180.3% | -52.8% | +233.0% | +152.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling