+183.3%
CAT vs HWM
+522.0%
-338.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | -0.2% |
| 7D | -10.3% | +3.3% | -13.6% | -11.7% |
| 30D | -31.2% | -7.6% | -23.6% | -29.0% |
| 3M | -34.7% | -28.9% | -5.7% | -24.3% |
| 6M | -39.5% | -19.7% | -19.8% | -34.0% |
| YTD | -1.7% | +0.5% | -2.2% | -3.7% |
| 1Y | -1.1% | +0.3% | -1.4% | -3.1% |
| 3Y | +143.9% | +325.8% | -182.0% | +11.0% |
| All | +183.3% | +522.0% | -338.7% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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