+20,397.3%
CAT vs M
+425.5%
+19,971.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.9% | -0.5% | -4.8% |
| 7D | -14.5% | -2.1% | -12.3% | -14.1% |
| 30D | -35.7% | +7.7% | -43.4% | -37.3% |
| 3M | -36.3% | -4.4% | -31.9% | -36.0% |
| 6M | -38.5% | +27.5% | -66.0% | -43.3% |
| YTD | -2.5% | +12.8% | -15.3% | -7.5% |
| 1Y | -1.9% | +20.7% | -22.6% | -8.8% |
| 3Y | +139.2% | +111.3% | +27.9% | +80.0% |
| 5Y | +192.1% | -6.3% | +198.5% | +154.7% |
| 10Y | +732.3% | +1.5% | +730.8% | +468.1% |
| All | +20,397.3% | +425.5% | +19,971.7% | +7,243.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling