+602.2%
CAT vs INDA
+119.4%
+482.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | 0.0% |
| 7D | -10.3% | +6.6% | -16.9% | -13.4% |
| 30D | -31.2% | +10.4% | -41.6% | -34.9% |
| 3M | -34.7% | +1.5% | -36.2% | -35.4% |
| 6M | -39.5% | +1.7% | -41.2% | -40.2% |
| YTD | -1.7% | -5.8% | +4.2% | +1.3% |
| 1Y | -1.1% | -5.1% | +4.0% | +1.4% |
| 3Y | +143.9% | +16.0% | +127.9% | +124.4% |
| 5Y | +194.8% | +9.3% | +185.5% | +178.8% |
| 10Y | +739.8% | +102.1% | +637.6% | +469.6% |
| All | +602.2% | +119.4% | +482.8% | +351.1% |
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