+165.1%
CAT vs PATH
-80.2%
+245.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -10.3% | -5.3% | -5.0% | -9.9% |
| 30D | -31.2% | -0.5% | -30.7% | -31.2% |
| 3M | -34.7% | -7.1% | -27.5% | -34.6% |
| 6M | -39.5% | +23.8% | -63.3% | -41.3% |
| YTD | -1.7% | -20.7% | +19.0% | -0.8% |
| 1Y | -1.1% | -8.1% | +6.9% | -2.4% |
| 3Y | +143.9% | -21.8% | +165.7% | +137.4% |
| 5Y | +194.8% | -76.8% | +271.6% | +185.8% |
| All | +165.1% | -80.2% | +245.3% | +158.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling