+213.9%
CAT vs IR
+46.0%
+167.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +7.4% | +2.5% | +4.9% | +5.9% |
| 30D | -19.7% | +9.2% | -28.8% | -24.2% |
| 3M | -29.6% | +0.9% | -30.6% | -30.3% |
| 6M | -33.2% | +19.2% | -52.4% | -40.8% |
| YTD | +5.7% | +7.5% | -1.8% | -0.5% |
| 1Y | +9.3% | +11.7% | -2.4% | +0.4% |
| 3Y | +158.3% | +23.9% | +134.4% | +115.9% |
| All | +213.9% | +46.0% | +167.9% | +121.6% |
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