+12,907.0%
CAT vs IT
+6,259.0%
+6,648.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.5% | +6.7% | +7.1% |
| 7D | -2.4% | -18.8% | +16.4% | +2.0% |
| 30D | -25.0% | -0.1% | -24.9% | -25.6% |
| 3M | -28.7% | +2.9% | -31.6% | -30.4% |
| 6M | -33.0% | +20.4% | -53.4% | -38.5% |
| YTD | +5.4% | -24.3% | +29.7% | +6.4% |
| 1Y | +7.3% | -17.2% | +24.4% | +5.6% |
| 3Y | +166.0% | -52.4% | +218.4% | +195.8% |
| 5Y | +210.1% | -43.7% | +253.8% | +225.3% |
| 10Y | +712.5% | +90.3% | +622.2% | +518.4% |
| All | +12,907.0% | +6,259.0% | +6,648.0% | +3,973.2% |
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 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