+333.5%
CAT vs INDA
+7.2%
+326.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +2.2% |
| 7D | +5.6% | -1.0% | +6.5% | +6.3% |
| 30D | -2.3% | -2.5% | +0.2% | -0.6% |
| 3M | -10.0% | +4.0% | -14.0% | -12.4% |
| 6M | +21.2% | -1.8% | +23.0% | +22.5% |
| YTD | +44.4% | -9.2% | +53.6% | +53.7% |
| 1Y | +96.3% | -7.2% | +103.5% | +105.6% |
| 3Y | +203.9% | +9.8% | +194.1% | +181.0% |
| 5Y | +333.5% | +7.5% | +326.0% | +295.7% |
| All | +333.5% | +7.2% | +326.3% | +295.7% |
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