+95.4%
CAT vs MAR
+27.3%
+68.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.7% | -4.2% | +5.9% | +2.8% |
| 30D | -6.6% | -6.7% | +0.1% | -5.0% |
| 3M | -13.3% | -12.5% | -0.8% | -10.4% |
| 6M | +11.6% | +0.6% | +11.0% | +9.9% |
| YTD | +42.9% | +9.1% | +33.8% | +39.3% |
| 1Y | +95.4% | +26.2% | +69.2% | +92.4% |
| All | +95.4% | +27.3% | +68.2% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling