+7,956.3%
CAT vs EW
+6,974.1%
+982.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.7% | -0.3% | +2.1% | +1.8% |
| 30D | -6.6% | +1.0% | -7.6% | -6.8% |
| 3M | -13.3% | +2.8% | -16.1% | -14.1% |
| 6M | +11.6% | +5.5% | +6.1% | +9.8% |
| YTD | +42.9% | +5.5% | +37.5% | +40.6% |
| 1Y | +95.4% | +11.0% | +84.4% | +89.5% |
| 3Y | +196.6% | +17.7% | +178.9% | +174.4% |
| 5Y | +321.7% | -25.7% | +347.4% | +325.3% |
| 10Y | +1,140.8% | +132.8% | +1,008.0% | +823.1% |
| All | +7,956.3% | +6,974.1% | +982.2% | +2,858.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling