+700.3%
CAT vs IT
+93.0%
+607.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.8% | +2.4% |
| 7D | +1.7% | -6.8% | +8.6% | +3.4% |
| 30D | -24.6% | -0.6% | -24.0% | -25.2% |
| 3M | -28.5% | +3.1% | -31.6% | -30.3% |
| 6M | -34.8% | +25.5% | -60.3% | -41.3% |
| YTD | +5.9% | -23.5% | +29.4% | +10.0% |
| 1Y | +6.8% | -16.6% | +23.5% | +7.2% |
| 3Y | +161.1% | -53.1% | +214.2% | +218.2% |
| 5Y | +213.4% | -41.4% | +254.9% | +238.3% |
| 10Y | +700.3% | +90.9% | +609.4% | +398.1% |
| All | +700.3% | +93.0% | +607.3% | +398.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling