+95.4%
CAT vs MSCI
+4.9%
+90.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.6% |
| 7D | +1.7% | +0.4% | +1.3% | +1.8% |
| 30D | -6.6% | +0.6% | -7.1% | -6.3% |
| 3M | -13.3% | -7.1% | -6.2% | -13.6% |
| 6M | +11.6% | +0.8% | +10.8% | +12.5% |
| YTD | +42.9% | +1.0% | +42.0% | +45.3% |
| 1Y | +95.4% | +4.3% | +91.1% | +98.3% |
| All | +95.4% | +4.9% | +90.5% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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