+408.9%
CAT vs NET
+1,381.0%
-972.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.6% | -2.7% | -5.0% |
| 7D | -17.1% | -16.4% | -0.8% | -15.9% |
| 30D | -30.1% | -25.8% | -4.3% | -28.5% |
| 3M | -32.4% | -11.5% | -20.8% | -31.9% |
| 6M | -32.1% | +18.9% | -51.0% | -33.6% |
| YTD | +4.1% | +35.2% | -31.1% | +0.1% |
| 1Y | +8.9% | +14.5% | -5.6% | +6.1% |
| 3Y | +155.5% | +313.8% | -158.3% | +124.9% |
| 5Y | +215.5% | +32.6% | +183.0% | +176.6% |
| All | +408.9% | +1,381.0% | -972.1% | +280.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling