+1,121.7%
CAT vs HWM
+1,494.1%
-372.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +1.7% | -2.1% | +3.8% | +2.3% |
| 30D | -6.6% | -11.0% | +4.4% | -2.3% |
| 3M | -13.3% | +4.0% | -17.3% | -14.9% |
| 6M | +11.6% | -0.2% | +11.8% | +11.2% |
| YTD | +42.9% | +26.7% | +16.3% | +29.1% |
| 1Y | +95.4% | +44.7% | +50.7% | +67.0% |
| 3Y | +196.6% | +426.1% | -229.5% | +45.6% |
| 5Y | +321.7% | +738.5% | -416.9% | +69.9% |
| All | +1,121.7% | +1,494.1% | -372.4% | +255.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling