+1,126.0%
CAT vs EW
+124.3%
+1,001.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.6% | +1.9% |
| 7D | +5.6% | -4.4% | +10.0% | +6.7% |
| 30D | -2.3% | -3.3% | +1.0% | -1.6% |
| 3M | -10.0% | +1.0% | -11.0% | -10.5% |
| 6M | +21.2% | +6.2% | +15.0% | +18.9% |
| YTD | +44.4% | +1.7% | +42.7% | +43.1% |
| 1Y | +96.3% | +8.1% | +88.2% | +91.2% |
| 3Y | +203.9% | +17.1% | +186.8% | +177.9% |
| 5Y | +333.5% | -29.4% | +362.8% | +350.1% |
| 10Y | +1,126.0% | +121.7% | +1,004.3% | +770.3% |
| All | +1,126.0% | +124.3% | +1,001.7% | +770.3% |
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