+148.2%
CAT vs CRS
+324.0%
-175.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -10.3% | -1.7% | -8.6% | -9.8% |
| 30D | -31.2% | -28.8% | -2.4% | -24.3% |
| 3M | -34.7% | -50.0% | +15.4% | -20.0% |
| 6M | -39.5% | -39.2% | -0.3% | -30.0% |
| YTD | -1.7% | -11.4% | +9.8% | +2.5% |
| 1Y | -1.1% | -11.7% | +10.6% | +3.0% |
| All | +148.2% | +324.0% | -175.8% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling