+326.0%
CAT vs LIN
+61.6%
+264.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.2% |
| 7D | +1.7% | -2.1% | +3.8% | +2.8% |
| 30D | -6.6% | -2.4% | -4.1% | -5.5% |
| 3M | -13.3% | -5.6% | -7.7% | -11.3% |
| 6M | +11.6% | -3.4% | +15.0% | +12.5% |
| YTD | +42.9% | +13.1% | +29.8% | +32.1% |
| 1Y | +95.4% | +2.5% | +93.0% | +90.2% |
| 3Y | +196.6% | +27.6% | +169.0% | +153.4% |
| All | +326.0% | +61.6% | +264.4% | +213.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling