+183.3%
CAT vs IT
-43.2%
+226.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +1.3% |
| 7D | -10.3% | -16.9% | +6.6% | -8.9% |
| 30D | -31.2% | +2.3% | -33.5% | -31.8% |
| 3M | -34.7% | +2.9% | -37.5% | -35.5% |
| 6M | -39.5% | +25.9% | -65.3% | -42.5% |
| YTD | -1.7% | -24.6% | +23.0% | +4.7% |
| 1Y | -1.1% | -16.0% | +14.9% | +1.6% |
| 3Y | +143.9% | -51.6% | +195.4% | +197.2% |
| All | +183.3% | -43.2% | +226.4% | +214.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling