+1,393.9%
CAT vs P
+485.4%
+908.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.4% |
| 7D | +1.7% | +6.5% | -4.8% | +0.3% |
| 30D | -6.6% | +18.8% | -25.4% | -10.5% |
| 3M | -13.3% | +26.7% | -40.0% | -18.3% |
| 6M | +11.6% | +62.2% | -50.6% | -0.9% |
| YTD | +42.9% | +48.5% | -5.6% | +28.7% |
| 1Y | +95.4% | +26.4% | +69.0% | +79.1% |
| 3Y | +196.6% | +159.4% | +37.2% | +121.1% |
| 5Y | +321.7% | +275.8% | +45.9% | +181.3% |
| 10Y | +1,140.8% | +732.0% | +408.8% | +571.1% |
| All | +1,393.9% | +485.4% | +908.5% | +702.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling