+712.5%
CAT vs EW
+236.4%
+476.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.5% | +4.7% | +6.6% |
| 7D | -2.4% | +12.3% | -14.7% | -5.2% |
| 30D | -25.0% | +22.9% | -47.9% | -28.8% |
| 3M | -28.7% | +16.7% | -45.4% | -31.6% |
| 6M | -33.0% | +31.0% | -63.9% | -37.7% |
| YTD | +5.4% | +22.8% | -17.4% | -0.5% |
| 1Y | +7.3% | +25.6% | -18.3% | +0.6% |
| 3Y | +166.0% | +62.0% | +104.1% | +122.3% |
| 5Y | +210.1% | -12.8% | +222.9% | +205.3% |
| 10Y | +712.5% | +239.8% | +472.7% | +435.9% |
| All | +712.5% | +236.4% | +476.2% | +435.9% |
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