+1,126.0%
CAT vs IT
+89.8%
+1,036.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.4% | +8.5% | +2.9% |
| 7D | +5.6% | -9.1% | +14.7% | +7.9% |
| 30D | -2.3% | -7.0% | +4.7% | -1.1% |
| 3M | -10.0% | +7.6% | -17.6% | -13.8% |
| 6M | +21.2% | +2.1% | +19.1% | +16.1% |
| YTD | +44.4% | -31.6% | +76.0% | +56.4% |
| 1Y | +96.3% | -29.9% | +126.2% | +108.8% |
| 3Y | +203.9% | -51.3% | +255.2% | +261.0% |
| 5Y | +333.5% | -44.8% | +378.3% | +375.3% |
| 10Y | +1,126.0% | +91.4% | +1,034.7% | +688.8% |
| All | +1,126.0% | +89.8% | +1,036.2% | +688.8% |
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