+623.7%
CAT vs IR
+342.0%
+281.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.7% | +2.5% | +4.6% |
| 7D | -2.4% | +5.0% | -7.4% | -4.9% |
| 30D | -25.0% | +10.3% | -35.3% | -29.2% |
| 3M | -28.7% | -0.1% | -28.6% | -29.0% |
| 6M | -33.0% | +14.8% | -47.7% | -38.5% |
| YTD | +5.4% | +9.7% | -4.3% | -1.0% |
| 1Y | +7.3% | +12.2% | -5.0% | -0.6% |
| 3Y | +166.0% | +30.0% | +136.1% | +124.5% |
| 5Y | +210.1% | +46.8% | +163.3% | +141.1% |
| All | +623.7% | +342.0% | +281.7% | +242.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling