+95.4%
CAT vs IT
-24.5%
+119.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.3% | +1.1% |
| 7D | +1.7% | -6.0% | +7.7% | +0.8% |
| 30D | -6.6% | 0.0% | -6.6% | -6.4% |
| 3M | -13.3% | +13.1% | -26.4% | -9.4% |
| 6M | +11.6% | +11.7% | -0.1% | +17.6% |
| YTD | +42.9% | -26.1% | +69.1% | +51.3% |
| 1Y | +95.4% | -21.3% | +116.7% | +107.2% |
| All | +95.4% | -24.5% | +119.9% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling