+201.6%
CAT vs MKTX
-25.1%
+226.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.9% | +0.3% | +2.7% | +2.9% |
| 30D | -2.6% | +1.0% | -3.6% | -2.6% |
| 3M | -10.7% | +40.8% | -51.5% | -11.2% |
| 6M | +16.1% | -10.9% | +27.0% | +18.2% |
| YTD | +43.2% | -8.6% | +51.8% | +45.4% |
| 1Y | +96.8% | -11.6% | +108.4% | +100.7% |
| All | +201.6% | -25.1% | +226.7% | +203.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling