+141.7%
CAT vs PATH
-24.3%
+166.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.7% | -2.7% | -6.1% |
| 7D | -14.5% | -5.6% | -8.9% | -14.1% |
| 30D | -35.7% | -0.7% | -35.0% | -35.7% |
| 3M | -36.3% | -5.9% | -30.4% | -36.4% |
| 6M | -38.5% | +21.6% | -60.1% | -40.5% |
| YTD | -2.5% | -20.6% | +18.1% | -0.6% |
| 1Y | -1.9% | -10.6% | +8.7% | -2.6% |
| All | +141.7% | -24.3% | +166.0% | +132.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling