+204.2%
CAT vs ITW
+20.5%
+183.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.5% |
| 7D | +5.6% | -0.4% | +6.0% | +5.9% |
| 30D | -2.3% | -9.4% | +7.1% | +5.7% |
| 3M | -10.0% | +7.1% | -17.1% | -15.9% |
| 6M | +21.2% | -1.9% | +23.1% | +21.8% |
| YTD | +44.4% | +10.4% | +34.0% | +31.2% |
| 1Y | +96.3% | +3.3% | +93.0% | +88.4% |
| All | +204.2% | +20.5% | +183.7% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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