+201.5%
CAT vs PATH
-3.6%
+205.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -16.6% | +18.4% | +3.1% |
| 7D | +1.7% | -16.3% | +18.0% | +3.1% |
| 30D | -6.6% | +9.9% | -16.5% | -7.7% |
| 3M | -13.3% | +30.2% | -43.5% | -15.9% |
| 6M | +11.6% | +37.2% | -25.6% | +6.6% |
| YTD | +42.9% | -7.3% | +50.3% | +44.1% |
| 1Y | +95.4% | +40.0% | +55.4% | +79.0% |
| All | +201.5% | -3.6% | +205.0% | +179.9% |
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