+725.3%
CAT vs P
+713.7%
+11.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.1% |
| 7D | -10.3% | -23.8% | +13.5% | -4.8% |
| 30D | -31.2% | -36.6% | +5.4% | -24.0% |
| 3M | -34.7% | +10.9% | -45.5% | -37.1% |
| 6M | -39.5% | +30.0% | -69.5% | -44.4% |
| YTD | -1.7% | +44.4% | -46.0% | -12.4% |
| 1Y | -1.1% | +3.9% | -5.1% | -6.7% |
| 3Y | +143.9% | +176.6% | -32.7% | +72.8% |
| 5Y | +194.8% | +249.3% | -54.5% | +90.4% |
| All | +725.3% | +713.7% | +11.6% | +316.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling