+1,134.9%
CAT vs M
-2.2%
+1,137.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.2% |
| 7D | +1.7% | +4.7% | -3.0% | +0.8% |
| 30D | -6.6% | -9.6% | +3.1% | -4.7% |
| 3M | -13.3% | +0.9% | -14.1% | -13.8% |
| 6M | +11.6% | +22.3% | -10.7% | +6.4% |
| YTD | +42.9% | +6.5% | +36.4% | +39.8% |
| 1Y | +95.4% | +38.8% | +56.7% | +80.4% |
| 3Y | +196.6% | +115.9% | +80.7% | +139.5% |
| 5Y | +321.7% | +28.6% | +293.0% | +256.4% |
| All | +1,134.9% | -2.2% | +1,137.1% | +797.8% |
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