-38.5%
CAT vs P
+26.4%
-65.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -16.4% | +10.0% | -1.9% |
| 7D | -14.5% | -31.9% | +17.4% | -5.5% |
| 30D | -35.7% | -36.5% | +0.8% | -28.0% |
| 3M | -36.3% | +11.6% | -47.9% | -39.6% |
| 6M | -38.5% | +25.2% | -63.7% | -44.5% |
| All | -38.5% | +26.4% | -65.0% | -44.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling