+332.7%
CAT vs MKTX
-61.3%
+394.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.7% |
| 3M | -10.7% | +40.8% | -51.5% | -13.4% |
| 6M | +16.1% | -10.9% | +27.0% | +18.0% |
| YTD | +43.2% | -8.6% | +51.8% | +45.0% |
| 1Y | +96.8% | -11.6% | +108.4% | +100.0% |
| 3Y | +201.4% | -24.5% | +225.9% | +207.8% |
| 5Y | +332.7% | -60.7% | +393.4% | +348.3% |
| All | +332.7% | -61.3% | +394.0% | +348.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling