-34.3%
CAT vs INIO
-54.6%
+20.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +8.3% | -1.1% | +4.4% |
| 7D | -2.4% | -9.1% | +6.7% | -0.3% |
| 30D | -25.0% | -24.7% | -0.3% | -18.7% |
| 3M | -28.7% | -45.5% | +16.8% | -13.4% |
| All | -34.3% | -54.6% | +20.3% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 1y: compounded portfolio wealth divided by compounded INIO 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…
1y analysis · Full analysis span regression · Available span rolling