+5.8%
CAT vs IT
-17.3%
+23.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.5% | +6.7% | +7.3% |
| 7D | -2.4% | -18.8% | +16.4% | -6.2% |
| 30D | -25.0% | -0.1% | -24.9% | -24.7% |
| 3M | -28.7% | +2.9% | -31.6% | -27.7% |
| 6M | -33.0% | +20.4% | -53.4% | -28.0% |
| YTD | +5.4% | -24.3% | +29.7% | +6.2% |
| All | +5.8% | -17.3% | +23.1% | +7.0% |
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