+1,126.0%
CAT vs ICE
+216.5%
+909.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.9% |
| 7D | +5.6% | -1.2% | +6.7% | +5.9% |
| 30D | -2.3% | +5.0% | -7.3% | -4.4% |
| 3M | -10.0% | +13.9% | -23.9% | -15.4% |
| 6M | +21.2% | -4.4% | +25.7% | +22.4% |
| YTD | +44.4% | -1.9% | +46.4% | +43.1% |
| 1Y | +96.3% | -8.1% | +104.4% | +99.8% |
| 3Y | +203.9% | +42.5% | +161.4% | +146.4% |
| 5Y | +333.5% | +40.6% | +292.9% | +244.5% |
| 10Y | +1,126.0% | +217.1% | +908.9% | +508.1% |
| All | +1,126.0% | +216.5% | +909.5% | +508.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 10y: compounded portfolio wealth divided by compounded ICE 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…
10y analysis · Full analysis span regression · 6 months rolling