+192.1%
CAT vs LIN
+68.3%
+123.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -6.1% |
| 7D | -14.5% | +3.6% | -18.1% | -16.0% |
| 30D | -35.7% | +6.4% | -42.1% | -37.7% |
| 3M | -36.3% | +6.5% | -42.8% | -38.4% |
| 6M | -38.5% | +4.9% | -43.4% | -40.4% |
| YTD | -2.5% | +23.4% | -26.0% | -13.8% |
| 1Y | -1.9% | +26.3% | -28.2% | -14.4% |
| 3Y | +139.2% | +38.0% | +101.2% | +96.9% |
| 5Y | +192.1% | +68.0% | +124.2% | +111.8% |
| All | +192.1% | +68.3% | +123.9% | +111.8% |
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