+183.3%
CAT vs P
+247.4%
-64.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.1% |
| 7D | -10.3% | -23.8% | +13.5% | -5.2% |
| 30D | -31.2% | -36.6% | +5.4% | -24.5% |
| 3M | -34.7% | +10.9% | -45.5% | -36.9% |
| 6M | -39.5% | +30.0% | -69.5% | -44.0% |
| YTD | -1.7% | +44.4% | -46.0% | -11.4% |
| 1Y | -1.1% | +3.9% | -5.1% | -6.5% |
| 3Y | +143.9% | +176.6% | -32.7% | +80.5% |
| All | +183.3% | +247.4% | -64.1% | +94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling