+3,062.4%
CAT vs MKTX
+1,446.2%
+1,616.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | -6.6% | +1.1% | -7.6% | -6.8% |
| 3M | -13.3% | +36.1% | -49.4% | -19.5% |
| 6M | +11.6% | -12.9% | +24.5% | +13.3% |
| YTD | +42.9% | -8.5% | +51.5% | +43.4% |
| 1Y | +95.4% | -7.5% | +103.0% | +94.9% |
| 3Y | +196.6% | -28.3% | +224.9% | +205.0% |
| 5Y | +321.7% | -63.3% | +385.0% | +389.9% |
| 10Y | +1,140.8% | +4.5% | +1,136.3% | +957.9% |
| All | +3,062.4% | +1,446.2% | +1,616.2% | +1,052.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling