+9.3%
CAT vs CP
+31.6%
-22.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.6% |
| 7D | +7.4% | +2.1% | +5.3% | +6.3% |
| 30D | -19.7% | +9.3% | -29.0% | -23.7% |
| 3M | -29.6% | +0.5% | -30.1% | -29.7% |
| 6M | -33.2% | +10.4% | -43.6% | -37.9% |
| YTD | +5.7% | +28.7% | -23.0% | -10.6% |
| 1Y | +9.3% | +33.2% | -23.8% | -9.5% |
| All | +9.3% | +31.6% | -22.2% | -9.5% |
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