+96.3%
CAT vs IT
-29.8%
+126.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.4% | +8.5% | 0.0% |
| 7D | +5.6% | -9.1% | +14.7% | +4.2% |
| 30D | -2.3% | -7.0% | +4.7% | -3.1% |
| 3M | -10.0% | +7.6% | -17.6% | -6.7% |
| 6M | +21.2% | +2.1% | +19.1% | +26.5% |
| YTD | +44.4% | -31.6% | +76.0% | +51.3% |
| 1Y | +96.3% | -29.9% | +126.2% | +106.3% |
| All | +96.3% | -29.8% | +126.1% | +106.3% |
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