+725.3%
CAT vs M
-4.2%
+729.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | +1.8% |
| 7D | -10.3% | -4.3% | -6.0% | -9.6% |
| 30D | -31.2% | +1.3% | -32.5% | -31.6% |
| 3M | -34.7% | -7.4% | -27.3% | -34.0% |
| 6M | -39.5% | +18.3% | -57.8% | -42.2% |
| YTD | -1.7% | +7.6% | -9.2% | -4.6% |
| 1Y | -1.1% | +17.4% | -18.5% | -5.9% |
| 3Y | +143.9% | +108.4% | +35.5% | +97.6% |
| 5Y | +194.8% | -10.6% | +205.4% | +168.5% |
| All | +725.3% | -4.2% | +729.5% | +508.6% |
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