+215.5%
CAT vs NET
+36.7%
+178.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.6% | -2.7% | -5.0% |
| 7D | -17.1% | -16.4% | -0.8% | -15.6% |
| 30D | -30.1% | -25.8% | -4.3% | -28.1% |
| 3M | -32.4% | -11.5% | -20.8% | -31.8% |
| 6M | -32.1% | +18.9% | -51.0% | -34.0% |
| YTD | +4.1% | +35.2% | -31.1% | -1.0% |
| 1Y | +8.9% | +14.5% | -5.6% | +5.3% |
| 3Y | +155.5% | +313.8% | -158.3% | +115.6% |
| 5Y | +215.5% | +32.6% | +183.0% | +166.8% |
| All | +215.5% | +36.7% | +178.8% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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