+12,032.8%
CAT vs IT
+6,228.4%
+5,804.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +1.8% |
| 7D | -10.3% | -16.9% | +6.6% | -6.7% |
| 30D | -31.2% | +2.3% | -33.5% | -32.2% |
| 3M | -34.7% | +2.9% | -37.5% | -36.2% |
| 6M | -39.5% | +25.9% | -65.3% | -45.1% |
| YTD | -1.7% | -24.6% | +23.0% | -0.7% |
| 1Y | -1.1% | -16.0% | +14.9% | -3.0% |
| 3Y | +143.9% | -51.6% | +195.4% | +169.8% |
| 5Y | +194.8% | -42.6% | +237.4% | +207.7% |
| 10Y | +739.8% | +103.6% | +636.2% | +529.6% |
| All | +12,032.8% | +6,228.4% | +5,804.4% | +3,703.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling