+183.3%
CAT vs IR
+44.3%
+138.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | 0.0% |
| 7D | -10.3% | +3.7% | -14.0% | -12.2% |
| 30D | -31.2% | +7.4% | -38.6% | -34.5% |
| 3M | -34.7% | -5.9% | -28.7% | -32.5% |
| 6M | -39.5% | +5.6% | -45.1% | -42.1% |
| YTD | -1.7% | +4.8% | -6.5% | -6.0% |
| 1Y | -1.1% | +6.9% | -8.1% | -6.8% |
| 3Y | +143.9% | +27.6% | +116.3% | +100.2% |
| All | +183.3% | +44.3% | +138.9% | +100.7% |
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 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