+19,485.7%
CAT vs LIN
+10,822.5%
+8,663.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.6% | -7.8% | -6.6% |
| 7D | -17.1% | +3.3% | -20.4% | -18.7% |
| 30D | -30.1% | +8.8% | -38.9% | -33.4% |
| 3M | -32.4% | +8.6% | -41.0% | -35.7% |
| 6M | -32.1% | +7.0% | -39.1% | -35.2% |
| YTD | +4.1% | +24.3% | -20.2% | -8.9% |
| 1Y | +8.9% | +27.3% | -18.4% | -6.1% |
| 3Y | +155.5% | +38.9% | +116.5% | +108.0% |
| 5Y | +215.5% | +69.4% | +146.2% | +126.8% |
| 10Y | +788.9% | +440.7% | +348.1% | +237.5% |
| All | +19,485.7% | +10,822.5% | +8,663.1% | +2,609.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling