+6.8%
CAT vs EW
+25.3%
-18.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.7% |
| 7D | +1.7% | +6.5% | -4.7% | +1.1% |
| 30D | -24.6% | +22.5% | -47.0% | -26.6% |
| 3M | -28.5% | +13.0% | -41.5% | -29.2% |
| 6M | -34.8% | +37.1% | -71.9% | -39.8% |
| YTD | +5.9% | +24.1% | -18.2% | +3.2% |
| 1Y | +6.8% | +24.2% | -17.4% | +4.1% |
| All | +6.8% | +25.3% | -18.5% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling