+326.0%
CAT vs IR
+45.6%
+280.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +0.9% |
| 7D | +1.7% | -2.8% | +4.5% | +3.5% |
| 30D | -6.6% | -15.1% | +8.6% | +3.5% |
| 3M | -13.3% | +6.1% | -19.4% | -16.9% |
| 6M | +11.6% | -16.8% | +28.4% | +24.2% |
| YTD | +42.9% | -3.5% | +46.5% | +44.6% |
| 1Y | +95.4% | -3.5% | +98.9% | +97.0% |
| 3Y | +196.6% | +9.5% | +187.1% | +168.8% |
| All | +326.0% | +45.6% | +280.4% | +201.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling