+1,134.9%
CAT vs LIN
+358.9%
+776.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.3% |
| 7D | +1.7% | -2.1% | +3.8% | +3.1% |
| 30D | -6.6% | -2.4% | -4.1% | -5.3% |
| 3M | -13.3% | -5.6% | -7.7% | -10.7% |
| 6M | +11.6% | -3.4% | +15.0% | +12.8% |
| YTD | +42.9% | +13.1% | +29.8% | +29.9% |
| 1Y | +95.4% | +2.5% | +93.0% | +88.5% |
| 3Y | +196.6% | +27.6% | +169.0% | +144.2% |
| 5Y | +321.7% | +63.0% | +258.6% | +185.9% |
| All | +1,134.9% | +358.9% | +776.0% | +283.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 10y: compounded portfolio wealth divided by compounded LIN 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…
10y analysis · Full analysis span regression · 6 months rolling