-38.5%
CAT vs IR
+7.2%
-45.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.8% | -3.6% | -5.1% |
| 7D | -14.5% | +2.3% | -16.8% | -15.2% |
| 30D | -35.7% | +3.3% | -39.1% | -36.3% |
| 3M | -36.3% | -9.0% | -27.3% | -32.4% |
| 6M | -38.5% | +8.0% | -46.5% | -41.6% |
| All | -38.5% | +7.2% | -45.7% | -41.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling