+5,392.9%
CAT vs EW
+7,833.4%
-2,440.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.8% | -6.7% |
| 7D | -14.5% | +6.8% | -21.2% | -15.8% |
| 30D | -35.7% | +16.6% | -52.3% | -38.1% |
| 3M | -36.3% | +13.3% | -49.6% | -38.3% |
| 6M | -38.5% | +21.6% | -60.1% | -41.6% |
| YTD | -2.5% | +18.3% | -20.8% | -7.0% |
| 1Y | -1.9% | +21.7% | -23.6% | -7.0% |
| 3Y | +139.2% | +50.3% | +88.9% | +108.5% |
| 5Y | +192.1% | -15.0% | +207.2% | +184.9% |
| 10Y | +732.3% | +237.5% | +494.8% | +470.7% |
| All | +5,392.9% | +7,833.4% | -2,440.5% | +1,858.6% |
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