+183.3%
CAT vs EW
-14.5%
+197.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | -10.3% | +11.0% | -21.3% | -11.3% |
| 30D | -31.2% | +19.1% | -50.3% | -32.5% |
| 3M | -34.7% | +14.4% | -49.0% | -35.7% |
| 6M | -39.5% | +22.8% | -62.2% | -41.0% |
| YTD | -1.7% | +19.8% | -21.5% | -4.0% |
| 1Y | -1.1% | +23.9% | -25.0% | -3.8% |
| 3Y | +143.9% | +52.2% | +91.6% | +126.2% |
| All | +183.3% | -14.5% | +197.7% | +183.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling