+688.6%
CAT vs CRS
+790.4%
-101.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.8% | +0.1% |
| 7D | +7.4% | +4.8% | +2.7% | +5.7% |
| 30D | -19.7% | -23.2% | +3.5% | -12.8% |
| 3M | -29.6% | -45.5% | +15.9% | -13.9% |
| 6M | -33.2% | -33.1% | -0.1% | -24.1% |
| YTD | +5.7% | -7.2% | +12.9% | +6.4% |
| 1Y | +9.3% | -10.0% | +19.4% | +11.1% |
| 3Y | +158.3% | +332.3% | -174.0% | +41.7% |
| 5Y | +211.6% | +801.9% | -590.3% | +23.3% |
| All | +688.6% | +790.4% | -101.8% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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