+326.0%
CAT vs NET
+112.9%
+213.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +1.9% |
| 7D | +1.7% | -7.0% | +8.7% | +2.4% |
| 30D | -6.6% | -4.8% | -1.8% | -6.3% |
| 3M | -13.3% | +3.8% | -17.1% | -13.9% |
| 6M | +11.6% | +50.0% | -38.4% | +5.8% |
| YTD | +42.9% | +41.5% | +1.5% | +35.7% |
| 1Y | +95.4% | +32.8% | +62.6% | +86.4% |
| 3Y | +196.6% | +335.9% | -139.3% | +150.3% |
| All | +326.0% | +112.9% | +213.1% | +255.2% |
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