+674.0%
CAT vs M
-3.0%
+677.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.5% |
| 7D | -6.3% | +5.0% | -11.3% | -7.3% |
| 30D | -26.8% | +10.6% | -37.4% | -28.5% |
| 3M | -30.0% | +1.6% | -31.6% | -30.7% |
| 6M | -34.6% | +30.8% | -65.4% | -38.8% |
| YTD | +2.9% | +16.9% | -14.0% | -1.7% |
| 1Y | +3.3% | +26.3% | -23.0% | -3.1% |
| 3Y | +153.7% | +158.6% | -4.9% | +97.1% |
| 5Y | +207.3% | +2.1% | +205.2% | +172.7% |
| 10Y | +674.0% | -4.3% | +678.3% | +460.8% |
| All | +674.0% | -3.0% | +677.1% | +460.8% |
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