+674.0%
CAT vs CRS
+849.0%
-175.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -1.5% |
| 7D | -6.3% | +0.2% | -6.5% | -6.3% |
| 30D | -26.8% | -22.9% | -3.9% | -20.7% |
| 3M | -30.0% | -46.8% | +16.8% | -13.8% |
| 6M | -34.6% | -30.4% | -4.2% | -26.7% |
| YTD | +2.9% | -5.4% | +8.3% | +2.9% |
| 1Y | +3.3% | -9.0% | +12.3% | +4.5% |
| 3Y | +153.7% | +352.2% | -198.5% | +37.0% |
| 5Y | +207.3% | +852.2% | -645.0% | +19.3% |
| 10Y | +674.0% | +862.6% | -188.6% | +173.5% |
| All | +674.0% | +849.0% | -175.0% | +173.5% |
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