+183.3%
CAT vs INDA
+8.0%
+175.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | -0.2% |
| 7D | -10.3% | +6.6% | -16.9% | -14.2% |
| 30D | -31.2% | +10.4% | -41.6% | -35.9% |
| 3M | -34.7% | +1.5% | -36.2% | -35.5% |
| 6M | -39.5% | +1.7% | -41.2% | -40.3% |
| YTD | -1.7% | -5.8% | +4.2% | +1.9% |
| 1Y | -1.1% | -5.1% | +4.0% | +1.9% |
| 3Y | +143.9% | +16.0% | +127.9% | +116.7% |
| All | +183.3% | +8.0% | +175.2% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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