+677.7%
CAT vs EW
+236.3%
+441.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -6.3% | +9.3% | -15.6% | -8.3% |
| 30D | -26.8% | +22.1% | -48.9% | -30.4% |
| 3M | -30.0% | +13.0% | -43.1% | -32.3% |
| 6M | -34.6% | +30.1% | -64.7% | -39.1% |
| YTD | +2.9% | +22.0% | -19.1% | -2.7% |
| 1Y | +3.3% | +23.7% | -20.4% | -2.8% |
| 3Y | +153.7% | +62.0% | +91.7% | +111.9% |
| 5Y | +207.3% | -12.4% | +219.7% | +201.8% |
| All | +677.7% | +236.3% | +441.3% | +415.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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