+158.9%
CAT vs IR
+25.2%
+133.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.5% |
| 7D | +1.7% | +1.1% | +0.7% | +1.2% |
| 30D | -24.6% | +7.6% | -32.1% | -28.0% |
| 3M | -28.5% | +0.1% | -28.6% | -28.7% |
| 6M | -34.8% | +14.0% | -48.8% | -40.5% |
| YTD | +5.9% | +7.5% | -1.6% | -0.2% |
| 1Y | +6.8% | +10.1% | -3.3% | -0.9% |
| All | +158.9% | +25.2% | +133.7% | +114.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling