+95.4%
CAT vs PATH
+39.0%
+56.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -16.6% | +18.4% | +0.9% |
| 7D | +1.7% | -16.3% | +18.0% | +0.9% |
| 30D | -6.6% | +9.9% | -16.5% | -5.9% |
| 3M | -13.3% | +30.2% | -43.5% | -11.4% |
| 6M | +11.6% | +37.2% | -25.6% | +14.1% |
| YTD | +42.9% | -7.3% | +50.3% | +49.1% |
| 1Y | +95.4% | +40.0% | +55.4% | +98.3% |
| All | +95.4% | +39.0% | +56.5% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 1y: compounded portfolio wealth divided by compounded PATH 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…
1y analysis · Full analysis span regression · 6 months rolling