+8.9%
CAT vs CP
+35.2%
-26.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.5% | -8.7% | -7.0% |
| 7D | -17.1% | +5.6% | -22.7% | -19.5% |
| 30D | -30.1% | +10.0% | -40.2% | -33.8% |
| 3M | -32.4% | +4.4% | -36.8% | -34.0% |
| 6M | -32.1% | +14.1% | -46.2% | -38.2% |
| YTD | +4.1% | +29.1% | -25.0% | -11.1% |
| 1Y | +8.9% | +34.6% | -25.6% | -8.1% |
| All | +8.9% | +35.2% | -26.3% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling