+695.3%
CAT vs EW
+249.9%
+445.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +9.3% | +4.9% | +4.4% | +8.1% |
| 30D | -21.5% | +24.1% | -45.6% | -25.6% |
| 3M | -29.1% | +13.7% | -42.8% | -31.5% |
| 6M | -33.4% | +32.7% | -66.1% | -38.2% |
| YTD | +6.6% | +24.1% | -17.5% | +0.3% |
| 1Y | +6.5% | +23.6% | -17.1% | +0.3% |
| 3Y | +162.7% | +64.8% | +97.9% | +118.3% |
| 5Y | +214.2% | -8.8% | +223.0% | +204.7% |
| All | +695.3% | +249.9% | +445.4% | +419.6% |
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