+688.6%
CAT vs M
-7.1%
+695.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -1.1% |
| 7D | +7.4% | +7.0% | +0.4% | +6.0% |
| 30D | -19.7% | +8.9% | -28.6% | -21.3% |
| 3M | -29.6% | +4.5% | -34.1% | -30.6% |
| 6M | -33.2% | +36.2% | -69.4% | -38.0% |
| YTD | +5.7% | +15.1% | -9.5% | +1.2% |
| 1Y | +9.3% | +27.4% | -18.1% | +2.3% |
| 3Y | +158.3% | +160.1% | -1.8% | +100.5% |
| 5Y | +211.6% | -1.6% | +213.2% | +178.5% |
| All | +688.6% | -7.1% | +695.7% | +479.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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