+725.3%
CAT vs CP
+253.8%
+471.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +2.0% |
| 7D | -10.3% | +2.8% | -13.1% | -12.0% |
| 30D | -31.2% | +10.2% | -41.4% | -35.6% |
| 3M | -34.7% | +2.4% | -37.0% | -35.9% |
| 6M | -39.5% | +7.7% | -47.1% | -42.9% |
| YTD | -1.7% | +26.0% | -27.6% | -16.1% |
| 1Y | -1.1% | +34.6% | -35.8% | -19.2% |
| 3Y | +143.9% | +26.7% | +117.2% | +102.4% |
| 5Y | +194.8% | +24.9% | +169.9% | +141.7% |
| All | +725.3% | +253.8% | +471.5% | +239.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling