+1,775.9%
CAT vs MSCI
+2,756.4%
-980.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | -6.6% | +0.6% | -7.1% | -6.9% |
| 3M | -13.3% | -7.1% | -6.2% | -12.2% |
| 6M | +11.6% | +0.8% | +10.8% | +8.9% |
| YTD | +42.9% | +1.0% | +42.0% | +38.6% |
| 1Y | +95.4% | +4.3% | +91.1% | +85.7% |
| 3Y | +196.6% | +9.9% | +186.6% | +170.4% |
| 5Y | +321.7% | -6.8% | +328.4% | +294.2% |
| 10Y | +1,140.8% | +614.7% | +526.1% | +357.9% |
| All | +1,775.9% | +2,756.4% | -980.5% | +252.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling