+92.1%
CAT vs MKTX
-10.9%
+103.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | -4.5% | +0.8% | -5.4% | -4.5% |
| 3M | -5.8% | +41.1% | -46.9% | +0.3% |
| 6M | +12.7% | -9.5% | +22.3% | +9.8% |
| YTD | +41.4% | -8.7% | +50.1% | +37.5% |
| 1Y | +92.1% | -10.0% | +102.0% | +93.8% |
| All | +92.1% | -10.9% | +103.0% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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