+192.1%
CAT vs P
+237.3%
-45.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -16.4% | +10.0% | -2.8% |
| 7D | -14.5% | -31.9% | +17.4% | -7.4% |
| 30D | -35.7% | -36.5% | +0.8% | -29.5% |
| 3M | -36.3% | +11.6% | -47.9% | -38.6% |
| 6M | -38.5% | +25.2% | -63.7% | -42.7% |
| YTD | -2.5% | +39.4% | -42.0% | -11.6% |
| 1Y | -1.9% | -3.7% | +1.8% | -5.7% |
| 3Y | +139.2% | +167.3% | -28.1% | +78.0% |
| 5Y | +192.1% | +237.3% | -45.2% | +101.3% |
| All | +192.1% | +237.3% | -45.2% | +101.3% |
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