+215.5%
CAT vs LIN
+70.5%
+145.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.6% | -7.8% | -6.4% |
| 7D | -17.1% | +3.3% | -20.4% | -18.5% |
| 30D | -30.1% | +8.8% | -38.9% | -33.0% |
| 3M | -32.4% | +8.6% | -41.0% | -35.2% |
| 6M | -32.1% | +7.0% | -39.1% | -34.9% |
| YTD | +4.1% | +24.3% | -20.2% | -8.2% |
| 1Y | +8.9% | +27.3% | -18.4% | -5.4% |
| 3Y | +155.5% | +38.9% | +116.5% | +109.6% |
| 5Y | +215.5% | +69.4% | +146.2% | +127.7% |
| All | +215.5% | +70.5% | +145.1% | +127.7% |
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 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