+920.6%
CAT vs INDA
+115.1%
+805.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.7% | +0.7% | +1.0% | +1.3% |
| 30D | -6.6% | -0.8% | -5.8% | -6.2% |
| 3M | -13.3% | +3.9% | -17.2% | -15.0% |
| 6M | +11.6% | -0.7% | +12.3% | +12.1% |
| YTD | +42.9% | -7.7% | +50.6% | +49.1% |
| 1Y | +95.4% | -5.1% | +100.5% | +100.8% |
| 3Y | +196.6% | +13.6% | +183.0% | +176.8% |
| 5Y | +321.7% | +7.8% | +313.9% | +302.8% |
| 10Y | +1,140.8% | +84.6% | +1,056.1% | +778.5% |
| All | +920.6% | +115.1% | +805.5% | +564.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling