+158.3%
CAT vs IT
-53.3%
+211.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | +7.4% | +1.1% | +6.4% | +7.4% |
| 30D | -19.7% | -1.8% | -17.8% | -19.9% |
| 3M | -29.6% | +4.8% | -34.4% | -29.9% |
| 6M | -33.2% | +33.0% | -66.2% | -34.6% |
| YTD | +5.7% | -23.8% | +29.5% | +14.7% |
| 1Y | +9.3% | -16.5% | +25.9% | +15.4% |
| 3Y | +158.3% | -53.6% | +212.0% | +244.2% |
| All | +158.3% | -53.3% | +211.6% | +244.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling